scientific article; zbMATH DE number 1358322

zbMath0967.93088MaRDI QIDQ4700900

Pierre Del Moral, Terence J. Lyons, Dan Crisan

Publication date: 20 August 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear filteringnumerical solutionsmeasure valued processesparticle systemsbranching algorithmsdiscrete-time filteringinteracting algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Random measures (60G57) Stochastic particle methods (65C35)

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