MSE Research Project Database

Foundations of stochastic filtering


Project Leader: Jonathan Manton
Primary Contact: Jonathan Manton (jmanton@unimelb.edu.au)
Keywords: differential geometry; signal processing
Disciplines: Electrical & Electronic Engineering
Domains:
Research Centre: Nonlinear Signal Processing Lab

This broad project aims to advance the mathematical theory of stochastic filtering. Several directions will be pursued, including stochastic filtering on manifolds, event-based filtering, and the connections between discrete-time and continuous-time filtering.