Title :
Pathwise nonlinear filtering with observations on a manifold
Author :
Davis, M.H.A. ; Spathopoulos, M.P.
Author_Institution :
Imperial College, London
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;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267531
