Bayesian Nonlinear Filtering via Information Geometric Optimization

Bayesian Nonlinear Filtering via Information Geometric Optimization

In this paper, Bayesian nonlinear filtering is considered from the viewpoint of information geometry and a novel filtering method is proposed based on information geometric optimization. Under the Bayesian filtering framework, we derive a relationship between the nonlinear characteristics of filteri...

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Bibliographic Details
Main Authors: Yubo Li, Yongqiang Cheng, Xiang Li, Hongqiang Wang, Xiaoqiang Hua, Yuliang Qin
Format: Article
Language:English
Published: MDPI AG 2017-12-01
Series:Entropy
Subjects:
information geometry
Bayesian filtering
nonlinear filtering
Riemannian metric tensor
natural gradient descent
Online Access:https://www.mdpi.com/1099-4300/19/12/655

Internet

https://www.mdpi.com/1099-4300/19/12/655

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