Information geometric nonlinear filtering
نویسندگان
چکیده
منابع مشابه
Information Geometric Nonlinear Filtering
This paper develops information geometric representations for nonlinear filters in continuous time. The posterior distribution associated with an abstract nonlinear filtering problem is shown to satisfy a stochastic differential equation on a Hilbert information manifold. This supports the Fisher metric as a pseudo-Riemannian metric. Flows of Shannon information are shown to be connected with t...
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ژورنال
عنوان ژورنال: Infinite Dimensional Analysis, Quantum Probability and Related Topics
سال: 2015
ISSN: 0219-0257,1793-6306
DOI: 10.1142/s0219025715500149