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A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations - MaRDI portal

A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations (Q2938470)

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A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations
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    A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations (English)
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    14 January 2015
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    nonlinear filtering problems
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    Zakai equation
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    hybrid finite difference algorithm
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    splitting-up method
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    sparse-grid approximation
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    logarithmic approximation
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    space adaptive methods
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