Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration (Q4266856)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration |
scientific article; zbMATH DE number 1342984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration |
scientific article; zbMATH DE number 1342984 |
Statements
Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration (English)
0 references
11 July 2000
0 references
state-space model
0 references
filtering
0 references
importance sampling
0 references
resampling
0 references
antithetic Monte Carlo method
0 references
simulation
0 references
