Recursive nonlinear estimation: A geometric approach

DOI10.1016/0005-1098(90)90025-DzbMath0713.93051OpenAlexW4256688892MaRDI QIDQ750392

Rudolf Kulhavý

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90025-d

zbMATH Keywords

Riemannian geometryapproximation theorysampled data systemsKullback-Leibler distancerecursive algorithmsBayes statisticsnonlinear estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Adaptive risk-sensitive filter for Markovian jump linear systems ⋮ Approximate Bayesian recursive estimation ⋮ Recursive nonlinear estimation: Geometry of a space of posterior densities

Cites Work

• Digital synthesis of non-linear filters
• Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems
• Bayesian system identification
• Linear operator theory in engineering and science. Repr. of the 1971 orig., publ. by Holt, Rinehart \& Winston, Inc.
• On the development of practical nonlinear filters
• Differential-geometrical methods in statistics
• On a general concept of forgetting
• A bayes-closed approximation of recursive non-linear estimation
• A Survey of Some Results in Stochastic Adaptive Control
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