Numerical approximations to optimal nonlinear filters (Q3015764)
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scientific article; zbMATH DE number 5919876
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| English | Numerical approximations to optimal nonlinear filters |
scientific article; zbMATH DE number 5919876 |
Statements
13 July 2011
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nonlinear filtering
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diffusion-type models
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white noise corrupted observations
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Kolmogorov forward equation
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Fokker-Planck equation
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Markov chain approximation
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0.8553838729858398
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0.8550332188606262
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0.852819561958313
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