Continuous-discrete path integral filtering
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Publication:845417
DOI10.3390/e110300402zbMath1179.35329arXiv0810.0198MaRDI QIDQ845417
Publication date: 29 January 2010
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.0198
tracking; Fokker-Planck equation; nonlinear filtering; Kolmogorov equation; data assimilation; Feynman path integrals; continuousdiscrete filters; Dirac-Feynman approximation; path integral filtering; universal nonlinear filtering
35Q84: Fokker-Planck equations
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