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Approximation of the Zakai Equation for Nonlinear Filtering - MaRDI portal

Approximation of the Zakai Equation for Nonlinear Filtering (Q4876721)

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scientific article; zbMATH DE number 874133
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English
Approximation of the Zakai Equation for Nonlinear Filtering
scientific article; zbMATH DE number 874133

    Statements

    title
    Approximation of the Zakai Equation for Nonlinear Filtering (English)
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    author
    Kazufumi Ito
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    publication date
    4 June 1996
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    zbMATH Keywords
    numerical approximation
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    Zakai equation
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    Identifiers

    zbMATH DE Number
    874133
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