Information Geometric Approach to Recursive Update in Nonlinear Filtering
The measurement update stage in the nonlinear filtering is considered in the viewpoint of information geometry, and the filtered state is considered as an optimization estimation in parameter space has been corresponded with the iteration in the statistical manifold, then a recursive method is propo...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2017-01-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/19/2/54 |