Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method (Q6136116)
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scientific article; zbMATH DE number 7732241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method |
scientific article; zbMATH DE number 7732241 |
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Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method (English)
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28 August 2023
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nonlinear filtering (NLF)
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Hermite-Galerkin spectral method (HGSM)
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correlated noise
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stochastic partial differential equation (SPDE)
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convergence analysis
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