Matches in SemOpenAlex for { <https://semopenalex.org/work/W1567885589> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W1567885589 abstract "Abstract : The Geometrically Intrinsic Nonlinear Recursive Filter, or GI Filter, is designed to estimate an arbitrary continuous-time Markov diffusion process X subject to nonlinear discrete-time observations. The GI Filter is fundamentally different from the much-used Extended Kalman Filter (EKF), and its second-order variants, even in the simplest nonlinear case, in that: It uses a quadratic function of a vector observation to update the state, instead of the linear function used by the EKF. It is based on deeper geometric principles, which make the GI Filter coordinate-invariant. This implies, for example, that if a linear system were subjected to a nonlinear transformation f of the state-space and analyzed using the GI Filter, the resulting state estimates and conditional variances would be the push-forward under f of the Kalman Filter estimates for the untransformed system-a property which is not shared by the EKF or its second-order variants. The noise covariance of X and the observation covariance themselves induce geometries on state space and observation space, respectively, and associated canonical connections. A sequel to this paper develops stochastic differential geometry results based on intrinsic location parameters , a notion derived from the heat flow of harmonic mappings- from which we derive the coordinate-free filter update formula. The present article presents the algorithm with reference to a specific example- the problem of tracking and intercepting a target, using sensors based on a moving missile. Computational experiments show that, when the observation function is highly nonlinear, there exist choices of the noise parameters at which the GI Filter significantly outperforms the EKF." @default.
- W1567885589 created "2016-06-24" @default.
- W1567885589 creator A5050758954 @default.
- W1567885589 date "1998-01-01" @default.
- W1567885589 modified "2023-10-06" @default.
- W1567885589 title "Geometrically Intrinsic Nonlinear Recursive Filers I: Algorithms" @default.
- W1567885589 cites W1510100268 @default.
- W1567885589 cites W1655183792 @default.
- W1567885589 cites W1675567052 @default.
- W1567885589 cites W1963921091 @default.
- W1567885589 cites W2011632842 @default.
- W1567885589 cites W2018028661 @default.
- W1567885589 cites W2050343192 @default.
- W1567885589 cites W2117886136 @default.
- W1567885589 cites W2122512809 @default.
- W1567885589 cites W2178464435 @default.
- W1567885589 cites W22789601 @default.
- W1567885589 cites W3040283615 @default.
- W1567885589 cites W3187867541 @default.
- W1567885589 doi "https://doi.org/10.21236/ada436451" @default.
- W1567885589 hasPublicationYear "1998" @default.
- W1567885589 type Work @default.
- W1567885589 sameAs 1567885589 @default.
- W1567885589 citedByCount "9" @default.
- W1567885589 countsByYear W15678855892016 @default.
- W1567885589 countsByYear W15678855892020 @default.
- W1567885589 crossrefType "report" @default.
- W1567885589 hasAuthorship W1567885589A5050758954 @default.
- W1567885589 hasConcept C102248274 @default.
- W1567885589 hasConcept C105795698 @default.
- W1567885589 hasConcept C106131492 @default.
- W1567885589 hasConcept C11413529 @default.
- W1567885589 hasConcept C121332964 @default.
- W1567885589 hasConcept C137685913 @default.
- W1567885589 hasConcept C154945302 @default.
- W1567885589 hasConcept C157286648 @default.
- W1567885589 hasConcept C158622935 @default.
- W1567885589 hasConcept C178650346 @default.
- W1567885589 hasConcept C206833254 @default.
- W1567885589 hasConcept C22597639 @default.
- W1567885589 hasConcept C2775924081 @default.
- W1567885589 hasConcept C31972630 @default.
- W1567885589 hasConcept C33923547 @default.
- W1567885589 hasConcept C41008148 @default.
- W1567885589 hasConcept C47446073 @default.
- W1567885589 hasConcept C62520636 @default.
- W1567885589 hasConcept C72434380 @default.
- W1567885589 hasConcept C8639503 @default.
- W1567885589 hasConceptScore W1567885589C102248274 @default.
- W1567885589 hasConceptScore W1567885589C105795698 @default.
- W1567885589 hasConceptScore W1567885589C106131492 @default.
- W1567885589 hasConceptScore W1567885589C11413529 @default.
- W1567885589 hasConceptScore W1567885589C121332964 @default.
- W1567885589 hasConceptScore W1567885589C137685913 @default.
- W1567885589 hasConceptScore W1567885589C154945302 @default.
- W1567885589 hasConceptScore W1567885589C157286648 @default.
- W1567885589 hasConceptScore W1567885589C158622935 @default.
- W1567885589 hasConceptScore W1567885589C178650346 @default.
- W1567885589 hasConceptScore W1567885589C206833254 @default.
- W1567885589 hasConceptScore W1567885589C22597639 @default.
- W1567885589 hasConceptScore W1567885589C2775924081 @default.
- W1567885589 hasConceptScore W1567885589C31972630 @default.
- W1567885589 hasConceptScore W1567885589C33923547 @default.
- W1567885589 hasConceptScore W1567885589C41008148 @default.
- W1567885589 hasConceptScore W1567885589C47446073 @default.
- W1567885589 hasConceptScore W1567885589C62520636 @default.
- W1567885589 hasConceptScore W1567885589C72434380 @default.
- W1567885589 hasConceptScore W1567885589C8639503 @default.
- W1567885589 hasLocation W15678855891 @default.
- W1567885589 hasOpenAccess W1567885589 @default.
- W1567885589 hasPrimaryLocation W15678855891 @default.
- W1567885589 hasRelatedWork W1529444106 @default.
- W1567885589 hasRelatedWork W1530341164 @default.
- W1567885589 hasRelatedWork W1675567052 @default.
- W1567885589 hasRelatedWork W1992546817 @default.
- W1567885589 hasRelatedWork W2067247059 @default.
- W1567885589 hasRelatedWork W2188721797 @default.
- W1567885589 hasRelatedWork W2282201539 @default.
- W1567885589 hasRelatedWork W2495898239 @default.
- W1567885589 hasRelatedWork W2624271347 @default.
- W1567885589 hasRelatedWork W2884734500 @default.
- W1567885589 hasRelatedWork W2896840148 @default.
- W1567885589 hasRelatedWork W2925157203 @default.
- W1567885589 hasRelatedWork W2945785022 @default.
- W1567885589 hasRelatedWork W2969586367 @default.
- W1567885589 hasRelatedWork W3103310084 @default.
- W1567885589 hasRelatedWork W70427548 @default.
- W1567885589 hasRelatedWork W1566564044 @default.
- W1567885589 hasRelatedWork W2096699204 @default.
- W1567885589 hasRelatedWork W2184692482 @default.
- W1567885589 hasRelatedWork W3086440943 @default.
- W1567885589 isParatext "false" @default.
- W1567885589 isRetracted "false" @default.
- W1567885589 magId "1567885589" @default.
- W1567885589 workType "report" @default.