Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system
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Publication:5169585
DOI10.1112/S146115701000029XzbMath1315.60081MaRDI QIDQ5169585
Richard B. Sowers, Jun Hyun Park, Boris L. Rosovskii
Publication date: 11 July 2014
Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)
Signal detection and filtering (aspects of stochastic processes) (60G35) Averaging method for ordinary differential equations (34C29) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Averaging of perturbations for nonlinear problems in mechanics (70K65)
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