A survey of numerical methods for nonlinear filtering problems (Q2371190)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A survey of numerical methods for nonlinear filtering problems |
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A survey of numerical methods for nonlinear filtering problems (English)
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29 June 2007
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nonlinear filtering
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extended Kalman filter
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particle filters
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sequential importance sampling
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Kallianpur-Striebel formula
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numerical examples
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stochastic dynamical system
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stochastic evolution equations
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