On the convergence of the wavelet-Galerkin method for nonlinear filtering
From MaRDI portal
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Two preconditioners based on the multi-level splitting of finite element spaces
- Discrete time Galerkin approximations to the nonlinear filtering solution
- Unique characterization of conditional distributions in nonlinear filtering
- A powerful numerical technique solving Zakai equation for nonlinear filtering
- Multiresolution weighted norm equivalencies and applications
- Wavelet approximations for first kind boundary integral equations on polygons
- Variational Iterative Methods for Nonsymmetric Systems of Linear Equations
- Real Time Solution of the Nonlinear Filtering Problem without Memory II
- Ten Lectures on Wavelets
- Biorthogonal bases of compactly supported wavelets
- Convergence of a Branching Particle Method to the Solution of the Zakai Equation
- Wandering vectors for unitary systems and orthogonal wavelets
- Composite wavelet bases for operator equations
- Wavelet Discretizations of Parabolic Integrodifferential Equations
- Approximations to solutions of the zakai filtering equation
- Approximation of the Zakai Equation for Nonlinear Filtering
- Holder Conditions for Realizations of Gaussian Processes
- Stochastic evolution equations
- Real time solution of nonlinear filtering problem without memory. I