Generalised particle filters with Gaussian mixtures (Q2348297)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalised particle filters with Gaussian mixtures |
scientific article |
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Generalised particle filters with Gaussian mixtures (English)
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11 June 2015
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stochastic filtering
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Gaussian mixtures
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stochastic partial differential equation
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Zakai equation
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particle filters
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\(L^2\)-convergence
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