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The exponential projection filter and the selection of the exponential family

Damiano Brigo 1, 2 Bernard Hanzon 2 François Le Gland 1
1 SIGMA2 - Signal, models, algorithms
IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, INRIA Rennes
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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Conference papers
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https://hal.inria.fr/hal-00912036
Contributor : Francois Le Gland <>
Submitted on : Friday, December 20, 2013 - 6:04:35 PM
Last modification on : Tuesday, June 15, 2021 - 4:22:15 PM

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  • HAL Id : hal-00912036, version 1

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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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