A uniform convergence theorem for the numerical solving of the nonlinear filtering problem
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Publication:4248123
DOI10.1239/jap/1032438382zbMath0940.60060OpenAlexW2122153813MaRDI QIDQ4248123
Publication date: 16 August 1999
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/740479de7dbbdbc68adc66611dbbe782de2e25ce
nonlinear filteringconvergence rateMarkov chain filteringconvergence of approximate filtersMonte Carlo particle filter
Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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