A branching particle system approximation for nonlinear stochastic filtering
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Publication:370932
DOI10.1007/s11425-013-4591-3zbMath1282.60044MaRDI QIDQ370932
Publication date: 20 September 2013
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-013-4591-3
numerical solution; branching particle system; optimal filter; nonlinear stochastic filtering; system approximation; uniform convergency
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
60J99: Markov processes
37M99: Approximation methods and numerical treatment of dynamical systems
65P99: Numerical problems in dynamical systems
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