Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches (Q5457927)
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scientific article; zbMATH DE number 5261889
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| English | Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches |
scientific article; zbMATH DE number 5261889 |
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Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches (English)
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10 April 2008
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nonlinear filter
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quantization schemes
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particle filtering
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importance sampling
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Kalman filter
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stochastic volatility
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infinite dimension filter
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0.8384296298027039
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0.8217647075653076
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0.8105741739273071
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0.8051223754882812
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