On the convergence of the wavelet-Galerkin method for nonlinear filtering
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Publication:2930577
DOI10.2478/v10006-010-0007-5zbMath1300.93169OpenAlexW2082265352MaRDI QIDQ2930577
M. Pasławska-Południak, Krystyna Twardowska, Łukasz D. Nowak
Publication date: 19 November 2014
Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/v10006-010-0007-5
Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric ⋮ Fast convergence of the Coiflet-Galerkin method for general elliptic BVPs
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