The Monte-Carlo method for filtering with discrete-time observations
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Publication:5945633
DOI10.1007/s004400100128zbMath0979.62072MaRDI QIDQ5945633
Philip E. Protter, Jean Jacod, Pierre Del Moral
Publication date: 18 February 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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