Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems (Q2634532): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems |
scientific article |
Statements
Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems (English)
0 references
16 February 2016
0 references
Girsanov theorem
0 references
particle filtering
0 references
continuous-discrete filtering
0 references
