Projection smoothing for continuous and continuous-discrete stochastic dynamic systems

Abstract

This study investigates the states of continuous and continuous-discrete time nonlinear stochastic dynamic systems conditioned on noisy measurements. We adopt a differential geometric approach to construct finite-dimensional algorithms for solving the filtering and smoothing problems associated with such systems. In particular, we use a projection method… (More)
DOI: 10.1016/j.sigpro.2017.10.028

Topics

2 Figures and Tables

Slides referencing similar topics