Adaptive sparse-grid Gauss-Hermite filter (Q1639552)

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Adaptive sparse-grid Gauss-Hermite filter
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    Adaptive sparse-grid Gauss-Hermite filter (English)
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    13 June 2018
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    nonlinear filtering
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    Gauss-Hermite quadrature rule
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    product rule
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    Smolyak rule
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    complexity reduction
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    adaptive sparse-grid
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