Nonlinear Filtering Revisited: A Spectral Approach (Q4337413)
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scientific article; zbMATH DE number 1011152
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| English | Nonlinear Filtering Revisited: A Spectral Approach |
scientific article; zbMATH DE number 1011152 |
Statements
Nonlinear Filtering Revisited: A Spectral Approach (English)
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26 October 1997
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optimal filter
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Zakai equation
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Wick polynomials
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numerical approximation scheme
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0.8751105666160583
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0.8311157822608948
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