Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling (Q5407776)
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scientific article; zbMATH DE number 6280871
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| English | Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling |
scientific article; zbMATH DE number 6280871 |
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Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling (English)
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7 April 2014
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branching process
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conditional density
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Duncan-Mortensen-Zakai equation
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Monte Carlo method
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optimal filtering problem
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stochastic system
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0.91265744
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0.9109734
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0.9076463
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0.90298027
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0.9029496
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0.9027597
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0.90205365
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0.90136933
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