An approximation for the nonlinear filtering problem, with error bound<sup>†</sup> (Q3681661): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1080/17442508508833342 / rank | |||
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Property / OpenAlex ID: W1996943585 / rank | |||
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Property / cites work: Probability methods for approximations in stochastic control and for elliptic equations / rank | |||
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Property / cites work: Continuous-time approximations for the nonlinear filtering problem / rank | |||
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Property / cites work: On measure transformations for combined filtering and parameter estimation in discrete time / rank | |||
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Latest revision as of 16:57, 14 June 2024
scientific article
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English | An approximation for the nonlinear filtering problem, with error bound<sup>†</sup> |
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An approximation for the nonlinear filtering problem, with error bound<sup>†</sup> (English)
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1985
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estimates of the error
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nonlinear filtering problem
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finite-dimensional equation
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approximate filter
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