Catastrophic filter divergence in filtering nonlinear dissipative systems
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Publication:973204
DOI10.4310/CMS.2010.v8.n1.a3zbMath1190.93096MaRDI 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
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
65C20: Probabilistic models, generic numerical methods in probability and statistics
62L12: Sequential estimation
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