An approximation for the nonlinear filtering problem, with error bound<sup>†</sup> (Q3681661): Difference between revisions

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Property / author: Q586176 / rank
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Property / author: Maurizio Pratelli / rank
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Property / author: Giovanni B. Di Masi / rank
 
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Property / author: Maurizio Pratelli / rank
 
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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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Property / cites work: Q4139359 / rank
 
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Property / cites work: Q4086524 / rank
 
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Property / cites work: Q3908216 / rank
 
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Latest revision as of 16:57, 14 June 2024

scientific article
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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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