A quadrature-based method of moments for nonlinear filtering (Q1023157)
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scientific article; zbMATH DE number 5563975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quadrature-based method of moments for nonlinear filtering |
scientific article; zbMATH DE number 5563975 |
Statements
A quadrature-based method of moments for nonlinear filtering (English)
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10 June 2009
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nonlinear filtering
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estimation
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Fokker-Planck equation
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stochastic differential equation
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filtering algorithms
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