La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire

DOI10.1051/m2an/1986200202031zbMath0621.60052OpenAlexW2520253315MaRDI QIDQ3757077

Fabien Campillo

Publication date: 1986

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/193474

zbMATH Keywords

Fokker-Planck equationnonlinear filtering problemGauss-Galerkin approximation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Pathwise approximation and simulation for the Zakai filtering equation through operator splitting

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Modified moments and Gaussian quadratures
• Matrix eigensystem routines. EISPACK guide extension
• On Generating Orthogonal Polynomials
• Équations du filtrage non linéaire de la prédiction et du lissage

This page was built for publication: La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire