New Results on the Projection Filter

نویسنده

  • B. Hanzon
چکیده

The projection filter is an approximate nonlinear filter based on orthogonal projection in the tangent space of a manifold of densities. The Riemannian metric used is the Fisher information metric. In this paper it is shown that if one uses Gaussian densities the projection filter equals a McShane-Fisk-Stratonovich version of the socalled Assumed Density Filter.

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تاریخ انتشار 2007