A hybrid sparse-grid approach for nonlinear filtering problems based on adaptive-domain of the Zakai equation approximations (Q2938470)
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scientific article; zbMATH DE number 6386540
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| English | A hybrid sparse-grid approach for nonlinear filtering problems based on adaptive-domain of the Zakai equation approximations |
scientific article; zbMATH DE number 6386540 |
Statements
A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations (English)
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14 January 2015
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nonlinear filtering problems
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Zakai equation
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hybrid finite difference algorithm
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splitting-up method
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sparse-grid approximation
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logarithmic approximation
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space adaptive methods
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0.8163517713546753
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0.8120944499969482
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0.8089215755462646
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0.8001486659049988
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