Wiener chaos and nonlinear filtering (Q861498)
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scientific article; zbMATH DE number 5119567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wiener chaos and nonlinear filtering |
scientific article; zbMATH DE number 5119567 |
Statements
Wiener chaos and nonlinear filtering (English)
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29 January 2007
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correlated noise
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error estimation
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recursive algorithm
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Zakai equation
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0.89257264
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0.88674086
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0.8832928
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0.88165647
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