• DocumentCode
    3076428
  • Title

    Pathwise nonlinear filtering with observations on a manifold

  • Author

    Davis, M.H.A. ; Spathopoulos, M.P.

  • Author_Institution
    Imperial College, London
  • fYear
    1986
  • fDate
    10-12 Dec. 1986
  • Firstpage
    1028
  • Lastpage
    1029
  • Abstract
    This paper concerns pathwise formulas for nonlinear filtering when the observation process takes values on a manifold. It is shown that such formulas are possible only when the observation vector field takes a rather specific form i.e. the form of the gradient of a function.
  • Keywords
    Coordinate measuring machines; Educational institutions; Filtering; Manifolds; Markov processes; Noise robustness; Probability; Recursive estimation; Signal generators; Signal processing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1986 25th IEEE Conference on
  • Conference_Location
    Athens, Greece
  • Type

    conf

  • DOI
    10.1109/CDC.1986.267531
  • Filename
    4048920
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3076428