Nonlinear filtering: Interacting particle resolution (Q4379176)

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scientific article; zbMATH DE number 1121546
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Nonlinear filtering: Interacting particle resolution
scientific article; zbMATH DE number 1121546

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    Nonlinear filtering: Interacting particle resolution (English)
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    12 May 1998
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    interacting particle approximations
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    propagation of chaos
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    optimal filter
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    convergence results
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