The Geometry of Filtering

• Main Authors: Elworthy, K. David. (Author), Le Jan, Yves. (Author), Li, Xue-Mei. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Basel : Springer Basel, 2010.
• Series: Frontiers in Mathematics,
• Subjects: Mathematics.; Global analysis.; Global differential geometry.; Distribution (Probability theory).; Global Analysis and Analysis on Manifolds.; Differential Geometry.; Probability Theory and Stochastic Processes.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-0346-0176-4

The geometry which is the topic of this book is that determined by a map of one space N onto another, M, mapping a diffusion process, or operator, on N to one on M. Filtering theory is the science of obtaining or estimating information about a system from partial and possibly flawed observations of...

Table of Contents:

• 1 Diffusion Operators
• 2 Decomposition of Diffusion Operators
• 3 Equivariant Diffusions on Principal Bundles
• 4 Projectible Diffusion Processes
• 5 Filtering with non-Markovian Observations
• 6 The Commutation Property
• 7 Example: Riemannian Submersions and Symmetric Spaces
• 8 Example: Stochastic Flows
• 9 Appendices.