A quadrature-based method of moments for nonlinear filtering (Q1023157)

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A quadrature-based method of moments for nonlinear filtering
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    A quadrature-based method of moments for nonlinear filtering (English)
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    10 June 2009
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    nonlinear filtering
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    estimation
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    Fokker-Planck equation
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    stochastic differential equation
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    filtering algorithms
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