Perron–Frobenius Operator Filter for Stochastic Dynamical Systems

DOI10.1137/23m1547391arXiv2301.03080OpenAlexW4392863517MaRDI QIDQ6131424

Lijian Jiang, Ningxin Liu

Publication date: 5 April 2024

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.03080

zbMATH Keywords

Perron-Frobenius operatorparticle filterBayesian filteringstochastic dynamical systems

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Approximation methods and numerical treatment of dynamical systems (37M99)

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