Approximations to solutions of the zakai filtering equation (Q4735875)
From MaRDI portal
scientific article; zbMATH DE number 4122971
Language | Label | Description | Also known as |
---|---|---|---|
English | Approximations to solutions of the zakai filtering equation |
scientific article; zbMATH DE number 4122971 |
Statements
Approximations to solutions of the zakai filtering equation (English)
0 references
1989
0 references
nonlinear filtering problem
0 references
Zakai equation
0 references
approximation to solutions of the Zakai equation
0 references
representation of Brownian bridges
0 references