Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling (Q5407776)
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scientific article; zbMATH DE number 6280871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling |
scientific article; zbMATH DE number 6280871 |
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Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling (English)
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7 April 2014
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branching process
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conditional density
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Duncan-Mortensen-Zakai equation
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Monte Carlo method
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optimal filtering problem
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stochastic system
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