On the convergence of the wavelet-Galerkin method for nonlinear filtering
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Publication:2930577
DOI10.2478/v10006-010-0007-5zbMath1300.93169MaRDI QIDQ2930577
M. Pasławska-Południak, Łukasz D. Nowak, Krystyna Twardowska
Publication date: 19 November 2014
Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/v10006-010-0007-5
93E11: Filtering in stochastic control theory
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric, Fast convergence of the Coiflet-Galerkin method for general elliptic BVPs
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