Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering (Q4957749)
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scientific article; zbMATH DE number 7393221
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| English | Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering |
scientific article; zbMATH DE number 7393221 |
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Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering (English)
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9 September 2021
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continuous-discrete state-space model
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Gaussian filtering and smoothing
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Kalman filtering and smoothing
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stochastic differential equation
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Taylor moment expansion
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0.85930264
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0.8512279
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0.8426554
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0.8396604
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0.8389427
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0.8370272
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0.83540905
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