A Girsanov particle filter in nonlinear engineering dynamics (Q649694)
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scientific article; zbMATH DE number 5986230
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| English | A Girsanov particle filter in nonlinear engineering dynamics |
scientific article; zbMATH DE number 5986230 |
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A Girsanov particle filter in nonlinear engineering dynamics (English)
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5 December 2011
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stochastic filtering
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local linearization
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Girsanov transformation
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state and parameter estimations
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weak Monte Carlo simulations
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0.8687791228294373
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0.7757720947265625
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0.7717000842094421
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0.7685325145721436
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0.7652438282966614
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