A quadrature-based method of moments for nonlinear filtering
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Publication:1023157
DOI10.1016/j.automatica.2009.01.015zbMath1162.93040OpenAlexW2099825576MaRDI QIDQ1023157
Publication date: 10 June 2009
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2009.01.015
stochastic differential equationestimationFokker-Planck equationnonlinear filteringfiltering algorithms
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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