A quadrature-based method of moments for nonlinear filtering (Q1023157): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/j.automatica.2009.01.015 / rank | |||
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Property / OpenAlex ID: W2099825576 / rank | |||
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Property / cites work: Stochastic processes and filtering theory / rank | |||
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Property / cites work: Non-Gaussian State-Space Modeling of Nonstationary Time Series / rank | |||
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Property / cites work: Gaussian sum particle filtering / rank | |||
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Property / cites work: A nonlinear filtering algorithm based on an approximation of the conditional distribution / rank | |||
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Latest revision as of 16:16, 1 July 2024
scientific article
Language | Label | Description | Also known as |
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English | A quadrature-based method of moments for nonlinear filtering |
scientific article |
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A quadrature-based method of moments for nonlinear filtering (English)
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10 June 2009
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nonlinear filtering
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estimation
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Fokker-Planck equation
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stochastic differential equation
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filtering algorithms
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