The exponential projection filter and the selection of the exponential family
Brigo, Damiano ; Hanzon, Bernard ; Le Gland, François
HAL, hal-00912036 / Harvested from HAL
Text on HAL
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.
Publié le : 1996-09-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00912036,
     author = {Brigo, Damiano and Hanzon, Bernard and Le Gland, Fran\c cois},
     title = {The exponential projection filter and the selection of the exponential family},
     journal = {HAL},
     volume = {1996},
     number = {0},
     year = {1996},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00912036}
}

Brigo, Damiano; Hanzon, Bernard; Le Gland, François. The exponential projection filter and the selection of the exponential family. HAL, Tome 1996 (1996) no. 0, . http://gdmltest.u-ga.fr/item/hal-00912036/