Generalized Gauss-Hermite filtering (Q2006840)
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scientific article; zbMATH DE number 7259125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Gauss-Hermite filtering |
scientific article; zbMATH DE number 7259125 |
Statements
Generalized Gauss-Hermite filtering (English)
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12 October 2020
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stochastic differential equations
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nonlinear systems
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discrete measurements
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continuous-discrete state space model
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Gaussian filter
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Hermite expansion
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