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Conference Papers Year : 1996

The exponential projection filter and the selection of the exponential family

Abstract

We present the projection filter, an approximate finite-dimensional filter based on the differential geometric approach to statistics. We recall the definition of the projection filter in the case of exponential families, and we give some hints about the selection of the coefficients in the exponential family.
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Dates and versions

hal-00912036 , version 1 (20-12-2013)

Identifiers

  • HAL Id : hal-00912036 , version 1

Cite

Damiano Brigo, Bernard Hanzon, François Le Gland. The exponential projection filter and the selection of the exponential family. Proceedings of the 2nd Portuguese Conference on Automatic Control, Porto 1996, APCA, Sep 1996, Porto, Portugal. pp.251-256. ⟨hal-00912036⟩
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