Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling (Q5407776)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling |
scientific article; zbMATH DE number 6280871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling |
scientific article; zbMATH DE number 6280871 |
Statements
Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling (English)
0 references
7 April 2014
0 references
branching process
0 references
conditional density
0 references
Duncan-Mortensen-Zakai equation
0 references
Monte Carlo method
0 references
optimal filtering problem
0 references
stochastic system
0 references
