Approximation of optimal filter for Ornstein–Uhlenbeck process with quantised discrete-time observation (Q4568043)
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scientific article; zbMATH DE number 6892148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of optimal filter for Ornstein–Uhlenbeck process with quantised discrete-time observation |
scientific article; zbMATH DE number 6892148 |
Statements
Approximation of optimal filter for Ornstein–Uhlenbeck process with quantised discrete-time observation (English)
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20 June 2018
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nonlinear filters
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optimal filtering
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quantization
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quantized data
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Fokker-Planck equation
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