Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms (Q4507439)

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scientific article; zbMATH DE number 1519338
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Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms
scientific article; zbMATH DE number 1519338

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    Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms (English)
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    18 October 2000
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    nonlinear filters
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    numerical approximations to nonlinear filters
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    robustness of filters
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    infinite-time filtering
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    occupation measures
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    pathwise average errors
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    random sampling algorithms
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