A drift homotopy implicit particle filter method for nonlinear filtering problems (Q2129141): Difference between revisions

@@ Property / author @@
-Xin Li
@@ Property / author: Xin Li / rank @@
-Normal rank
@@ Property / author @@
-Kyle A. Gallivan
@@ Property / author: Kyle A. Gallivan / rank @@
-Normal rank
@@ Property / author @@
+Xin Li
@@ Property / author: Xin Li / rank @@
+Normal rank
@@ Property / author @@
+Kyle A. Gallivan
@@ Property / author: Kyle A. Gallivan / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+EnKF
@@ Property / describes a project that uses: EnKF / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3197764304
@@ Property / OpenAlex ID: W3197764304 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.11380
@@ Property / arXiv ID: 2106.11380 / rank @@
+Normal rank
@@ Property / cites work @@
+Particle Markov Chain Monte Carlo Methods
@@ Property / cites work: Particle Markov Chain Monte Carlo Methods / rank @@
+Normal rank
@@ Property / cites work @@
+The pseudo-marginal approach for efficient Monte Carlo computations
+Normal rank
@@ Property / cites work @@
+A direct filter method for parameter estimation
@@ Property / cites work: A direct filter method for parameter estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences
+Normal rank
@@ Property / cites work @@
+ADJOINT FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY JUMP DIFFUSION PROCESSES AND ITS APPLICATION TO NONLINEAR FILTERING PROBLEMS
+Normal rank
@@ Property / cites work @@
+An Implicit Algorithm of Solving Nonlinear Filtering Problems
+Normal rank
@@ Property / cites work @@
+Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes
+Normal rank
@@ Property / cites work @@
+A First Order Scheme for Backward Doubly Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations
+Normal rank
@@ Property / cites work @@
+NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS
+Normal rank
@@ Property / cites work @@
+A first order semi-discrete algorithm for backward doubly stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems
+Normal rank
@@ Property / cites work @@
+Adaptive Meshfree Backward SDE Filter
@@ Property / cites work: Adaptive Meshfree Backward SDE Filter / rank @@
+Normal rank
@@ Property / cites work @@
+Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation
+Normal rank
@@ Property / cites work @@
+A survey of convergence results on particle filtering methods for practitioners
+Normal rank
@@ Property / cites work @@
+Q3015761
@@ Property / cites work: Q3015761 / rank @@
+Normal rank
@@ Property / cites work @@
+The ensemble Kalman filter for combined state and parameter estimation
+Normal rank
@@ Property / cites work @@
+Discretization and Simulation of the Zakai Equation
+Normal rank
@@ Property / cites work @@
+Improved distributed particle filters for tracking in a wireless sensor network
+Normal rank
@@ Property / cites work @@
+Particle filters
@@ Property / cites work: Particle filters / rank @@
+Normal rank
@@ Property / cites work @@
+Improved particle filters for multi-target tracking
+Normal rank
@@ Property / cites work @@
+A random map implementation of implicit filters
@@ Property / cites work: A random map implementation of implicit filters / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering via Simulation: Auxiliary Particle Filters
+Normal rank
@@ Property / cites work @@
+A stochastic analysis of a modified gain extended Kalman filter with applications to estimation with bearings only measurements
+Normal rank
@@ Property / cites work @@
+Nonlinear stability and ergodicity of ensemble based Kalman filters
+Normal rank
@@ Property / cites work @@
+On the optimal filtering of diffusion processes
@@ Property / cites work: On the optimal filtering of diffusion processes / rank @@
+Normal rank