Solving Nonlinear Filtering Problems Using a Tensor Train Decomposition Method (Q6080244)
From MaRDI portal
scientific article; zbMATH DE number 7744930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Nonlinear Filtering Problems Using a Tensor Train Decomposition Method |
scientific article; zbMATH DE number 7744930 |
Statements
Solving Nonlinear Filtering Problems Using a Tensor Train Decomposition Method (English)
0 references
2 October 2023
0 references
Duncan-Mortensen-Zakai (DMZ) equation
0 references
forward Kolmogorov equations (FKEs)
0 references
nonlinear filtering (NLF) problems
0 references
real-time algorithm
0 references
tensor train (TT) decomposition method
0 references
