Real-time numerical solution to Duncan-Mortensen-Zakai equation (Q2734997)
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scientific article; zbMATH DE number 1640024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real-time numerical solution to Duncan-Mortensen-Zakai equation |
scientific article; zbMATH DE number 1640024 |
Statements
7 February 2002
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Kalman-Bucy filtering
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real-time numerical solution
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Duncan-Mortensen-Zakai equation
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nonlinear filtering
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Real-time numerical solution to Duncan-Mortensen-Zakai equation (English)
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