Nonlinear state prediction by separation approach for continuous-discrete stochastic systems (Q3511904)

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scientific article; zbMATH DE number 5299928
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    Nonlinear state prediction by separation approach for continuous-discrete stochastic systems
    scientific article; zbMATH DE number 5299928

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      11 July 2008
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      stochastic systems
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      state estimation
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      nonlinear filters
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      Fokker-Planck equation
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      numerical solutions
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      finite volume method
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      finite difference method
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