Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method (Q6136116)
From MaRDI portal
scientific article; zbMATH DE number 7732241
Language | Label | Description | Also known as |
---|---|---|---|
English | Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method |
scientific article; zbMATH DE number 7732241 |
Statements
Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method (English)
0 references
28 August 2023
0 references
nonlinear filtering (NLF)
0 references
Hermite-Galerkin spectral method (HGSM)
0 references
correlated noise
0 references
stochastic partial differential equation (SPDE)
0 references
convergence analysis
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references