Convergence analysis of splitting-up algorithm of the Zakai's equation with correlated noises
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Publication:6131013
DOI10.1007/S11424-023-1479-3MaRDI QIDQ6131013
Ting Pan, Xue Luo, Wenhui Dong
Publication date: 3 April 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Feedback control (93B52) Nonlinear systems in control theory (93C10)
Related Items (2)
Multivariate feedback particle filter rederived from the splitting-up scheme ⋮ A splitting method for nonlinear filtering problems with diffusive and point process observations
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