Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions (Q4363299)
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scientific article; zbMATH DE number 1087043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions |
scientific article; zbMATH DE number 1087043 |
Statements
Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions (English)
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18 May 1999
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nonlinear filtering
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Zakai equation
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multiple Wiener integrals
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multiple Stratonovich integrals
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approximation of the filter
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