Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation (Q4568043)
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scientific article; zbMATH DE number 6892148
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| English | Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation |
scientific article; zbMATH DE number 6892148 |
Statements
Approximation of optimal filter for Ornstein–Uhlenbeck process with quantised discrete-time observation (English)
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20 June 2018
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nonlinear filters
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optimal filtering
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quantization
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quantized data
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Fokker-Planck equation
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0.7939208149909973
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0.7925606966018677
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0.7634409070014954
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0.7547454237937927
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