Numerical approximations to optimal nonlinear filters (Q3015764)

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scientific article; zbMATH DE number 5919876
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    Numerical approximations to optimal nonlinear filters
    scientific article; zbMATH DE number 5919876

      Statements

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      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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