Direct method for Yau filtering system with nonlinear observations (Q4584788)
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scientific article; zbMATH DE number 6931511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Direct method for Yau filtering system with nonlinear observations |
scientific article; zbMATH DE number 6931511 |
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Direct method for Yau filtering system with nonlinear observations (English)
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4 September 2018
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Duncan-Mortensen-Zakai (DMZ) equation
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Kolmogorov equation
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nonlinear drift
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nonlinear observation
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Gaussian approximation
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