Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering (Q4957749): Difference between revisions

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Latest revision as of 10:26, 30 July 2024

scientific article; zbMATH DE number 7393221
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English
Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering
scientific article; zbMATH DE number 7393221

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    Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering (English)
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    9 September 2021
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    continuous-discrete state-space model
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    Gaussian filtering and smoothing
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    Kalman filtering and smoothing
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    stochastic differential equation
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    Taylor moment expansion
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