Convergence of a Branching Particle Method to the Solution of the Zakai Equation (Q4210052)
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scientific article; zbMATH DE number 1200686
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| English | Convergence of a Branching Particle Method to the Solution of the Zakai Equation |
scientific article; zbMATH DE number 1200686 |
Statements
Convergence of a Branching Particle Method to the Solution of the Zakai Equation (English)
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20 September 1998
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nonlinear filtering
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Zakai equation
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branching particle method
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numerical solutions
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approximation
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0.8788425922393799
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0.8507246375083923
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0.810755729675293
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0.7987434267997742
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0.796420156955719
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