Projection filters are a set of algorithms based on stochastic analysis and information geometry, or the differential geometric approach to statistics, used to find approximate solutions for filtering problems for nonlinear state-space systems. The filtering problem consists of estimating the unobserved signal of a random dynamical system from partial noisy observations of the signal.
Projection filters are a set of algorithms based on stochastic analysis and information geometry, or the differential geometric approach to statistics, used to find approximate solutions for filtering problems for nonlinear state-space systems. The filtering problem consists of estimating the unobserved signal of a random dynamical system from partial noisy observations of the signal.
Source: Wikipedia "Projection filters" · CC BY-SA 4.0
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