Foundations of stochastic filtering
Project Leader: Jonathan Manton
Primary Contact: Jonathan Manton (firstname.lastname@example.org)
Keywords: differential geometry; signal processing
Disciplines: Electrical & Electronic Engineering
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.