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A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification - MaRDI portal

A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification (Q2448789)

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A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
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    A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification (English)
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    5 May 2014
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    Kushner-Stratonovich equation
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    Euler approximation
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    inner iterations
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    Monte Carlo filters
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    error estimates
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    nonlinear system identification
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