A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations (Q2938470): Difference between revisions
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scientific article
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English | A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations |
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A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations (English)
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14 January 2015
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nonlinear filtering problems
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Zakai equation
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hybrid finite difference algorithm
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splitting-up method
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sparse-grid approximation
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logarithmic approximation
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space adaptive methods
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