Catastrophic filter divergence in filtering nonlinear dissipative systems
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Publication:973204
DOI10.4310/CMS.2010.v8.n1.a3zbMath1190.93096OpenAlexW2031068659MaRDI QIDQ973204
Publication date: 28 May 2010
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.cms/1266935012
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Probabilistic models, generic numerical methods in probability and statistics (65C20) Sequential estimation (62L12)
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