Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter (Q5119640)

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scientific article; zbMATH DE number 7242146
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Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter
scientific article; zbMATH DE number 7242146

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    Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter (English)
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    31 August 2020
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    nonlinear filtering
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    Kalman filter
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    error analysis
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