Approximation of the Kushner Equation for Nonlinear Filtering (Q4943750)

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scientific article; zbMATH DE number 1416976
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Approximation of the Kushner Equation for Nonlinear Filtering
scientific article; zbMATH DE number 1416976

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    Approximation of the Kushner Equation for Nonlinear Filtering (English)
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    19 March 2000
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    numerical approximations
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    operator-splitting method
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    Kushner equation
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