A Girsanov particle filter in nonlinear engineering dynamics (Q649694)
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scientific article; zbMATH DE number 5986230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Girsanov particle filter in nonlinear engineering dynamics |
scientific article; zbMATH DE number 5986230 |
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A Girsanov particle filter in nonlinear engineering dynamics (English)
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5 December 2011
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stochastic filtering
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local linearization
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Girsanov transformation
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state and parameter estimations
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weak Monte Carlo simulations
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