A differential geometric approach to nonlinear filtering: The projection filter
A differential geometric approach to nonlinear filtering: The projection filter
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DOI：
10.1109/9.661075
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发表时间：
1998-02-01
影响因子：
6.8
通讯作者：
LeGland, F
中科院分区：
文献类型：
--
作者：
Brigo, D;Hanzon, B;LeGland, F
本文利用统计学的微分几何方法，提出了一种用有限维滤波器逼近精确非线性滤波器的新的系统方法。在指数族的情况下，严格定义了投影滤波器。提出了一个方便的指数族，使我们能够简化投影滤波方程，并定义一个后验测量的投影滤波近似的局部误差。最后，模拟结果进行了讨论的立方传感器问题。
This paper presents a new and systematic method of approximating exact nonlinear filters with finite dimensional filters, using the differential geometric approach to statistics, The projection filter is defined rigorously in the case of exponential families. A convenient exponential family is proposed which allows us to simplify the projection filter equation and to define an a posteriori measure of the local error of the projection filter approximation. Finally, simulation results are discussed for the cubic sensor problem.