Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling

DOI10.1134/S1995423913040071zbMath1299.93268MaRDI QIDQ5407776

Publication date: 7 April 2014

Published in: Numerical Analysis and Applications (Search for Journal in Brave)

Monte Carlo method Duncan-Mortensen-Zakai equation branching process stochastic system conditional density optimal filtering problem

Mathematics Subject Classification ID

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