Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method (Q452571)

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Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method
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    Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method (English)
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    15 September 2012
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    finite element method
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    hidden Markov model
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    nonlinear state estimation
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    point-mass filter
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    sequential Monte Carlo
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    stochastic differential equation
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