Error estimate for the approximate solution to multivariate feedback particle filter (Q2159161)
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scientific article; zbMATH DE number 7565129
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| English | Error estimate for the approximate solution to multivariate feedback particle filter |
scientific article; zbMATH DE number 7565129 |
Statements
Error estimate for the approximate solution to multivariate feedback particle filter (English)
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28 July 2022
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feedback particle filter
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forward Kolmogorov equation
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error estimate
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Brownian bridges
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0.8017885088920593
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0.7906519770622253
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0.7895075082778931
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0.7878375053405762
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0.7718798518180847
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