A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods-Reference-Cited by-同舟云学术

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A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods

Published:2003-01 Issue:2 Volume:42 Page:469-494
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Vellekoop M. H.,Clark J. M. C.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

http://epubs.siam.org/doi/pdf/10.1137/S0363012900375950

Reference22 articles.

1. Differential-Geometrical Methods in Statistics

2. Detecting changes in signals and systems—A survey

3. A differential geometric approach to nonlinear filtering: the projection filter

4. Approximate Nonlinear Filtering by Projection on Exponential Manifolds of Densities

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