A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations (Q2938470)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations
scientific article

    Statements

    A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    14 January 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    nonlinear filtering problems
    0 references
    Zakai equation
    0 references
    hybrid finite difference algorithm
    0 references
    splitting-up method
    0 references
    sparse-grid approximation
    0 references
    logarithmic approximation
    0 references
    space adaptive methods
    0 references
    0 references