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An efficient algorithm of Yau-Yau method for solving nonlinear filtering problems - MaRDI portal

An efficient algorithm of Yau-Yau method for solving nonlinear filtering problems (Q2292314)

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An efficient algorithm of Yau-Yau method for solving nonlinear filtering problems
scientific article

    Statements

    title
    An efficient algorithm of Yau-Yau method for solving nonlinear filtering problems (English)
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    author
    Mei-Heng Yueh
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    Wen-Wei Lin
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    Shing Tung Yau
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    publication date
    3 February 2020
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    zbMATH Keywords
    nonlinear filtering
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    Kolmogorov equations
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    Identifiers

    Mathematics Subject Classification ID
    93E11
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    60G35
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    62M20
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    65M06
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    65M12
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    zbMATH DE Number
    7162046
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    OpenAlex ID
    W2313354356
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