Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration (Q4266856)
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scientific article; zbMATH DE number 1342984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration |
scientific article; zbMATH DE number 1342984 |
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Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration (English)
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11 July 2000
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state-space model
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filtering
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importance sampling
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resampling
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antithetic Monte Carlo method
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simulation
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