Multiple sparse-grid Gauss-Hermite filtering (Q2290735)
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scientific article; zbMATH DE number 7159890
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| English | Multiple sparse-grid Gauss-Hermite filtering |
scientific article; zbMATH DE number 7159890 |
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Multiple sparse-grid Gauss-Hermite filtering (English)
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29 January 2020
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nonlinear filtering
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Gauss-Hermite quadrature
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sparse-grid
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state-space partitioning
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Bayesian estimation
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complexity reduction
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0.904523491859436
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0.8447738289833069
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0.8166610598564148
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0.7587941288948059
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0.756144106388092
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