The geometry of filtering
Filters and filtration
Markov processes
Global differential geometry
Distribution (Probability theory)
Global analysis (Mathematics)
Stochastic processes
Mathematics
The geometry which is the topic of this book is that determined by a map of one space N onto another, M, mapping a diffusion process, or operator, on N to one on M. Filtering theory is the science of obtaining or estimating information about a system from partial and possibly flawed observations of…
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