On Filtering with Observation in a Manifold: Reduction to a Classical Filtering Problem
نویسندگان
چکیده
منابع مشابه
On Filtering with Observation in a Manifold: Reduction to a Classical Filtering Problem
The current paper deals with filtering problems where the observation process, conditioned on the unknown signal, is an elliptic diffusion in a differentiable manifold. Precisely, the observation model is given by a stochastic differential equation in the underlying manifold. The main new idea is to use a Le Jan-Watanabe connection, instead of a usual Levi-Civita connection, in performing the o...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2013
ISSN: 0363-0129,1095-7138
DOI: 10.1137/120887187