Reproducing probability density classes on Lie groups with application to discrete-time filtering (Corresp.)
C. Johnson, Edwin B. Stear · IEEE Transactions on Information Theory · 1980
A general approach to discrete-time filtering for dynamical systems evolving in a Lie group is presented. The most general filtering solution is given by the signal probability density function conditioned on the measurements, which for nonlinear systems is usually nonparametric.