Interacting particle systems approximations of the Kushner-Stratonovitch equation
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Publication:4944093
DOI10.1239/aap/1029955206zbMath0947.60040WikidataQ56689535 ScholiaQ56689535MaRDI QIDQ4944093
Pierre Del Moral, Terence J. Lyons, Dan Crisan
Publication date: 1 November 2000
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1029955206
error bounds; genetic algorithms; nonlinear filtering; interacting particle systems; filter approximation
60G35: Signal detection and filtering (aspects of stochastic processes)
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