Quantization Based Filtering Method Using First Order Approximation

DOI10.1137/060652580zbMath1230.60043OpenAlexW2012595274MaRDI QIDQ3069093

Afef Sellami

Publication date: 24 January 2011

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060652580

zbMATH Keywords

numerical integrationMonte Carloquantizationfilteringfirst order scheme

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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