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

DOI10.1051/M2AN/1986200202031zbMATH Open0621.60052OpenAlexW2520253315MaRDI QIDQ3757077FDOQ3757077

Authors F. 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

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

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Cites Work

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

Cited In (8)

• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)
• An improved Gaussian approximate filtering method
• Comparison of three nonlinear filtering schemes
• Title not available (Why is no real title available?)
• On the convergence of the wavelet-Galerkin method for nonlinear filtering
• Pathwise approximation and simulation for the Zakai filtering equation through operator splitting
• Simplified dynamical system for the gauss-galerkin method

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