BIMSA > Seminar on Control Theory and Nonlinear Filtering Information Geometric Nonlinear Filtering
Information Geometric Nonlinear Filtering
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Tuesday, February 7, 2023 9:00 PM - 9:30 PM
Venue
Online
Abstract
In this talk, we will discuss the paper entitled "Information Geometric Nonlinear Filtering" by N. J. Newton. In this paper, the author develops information geometric representations for nonlinear filters in continuous time. We will first review some basic concepts from the area of information geometry, such as statistical manifolds. Then, the nonlinear filtering problem is stated in the format of information geometry. Finally, the formulation of the Assumed Density Filter will be given as an application of this representation.