Monte-Carlo technique in problems of optimal information processing

zbMath0344.60041MaRDI QIDQ1232865

V. B. Svetnik, V. S. Zaritskij, L. I. Shimelevich

Publication date: 1975

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items

A Survey of Sequential Monte Carlo Methods for Economics and Finance ⋮ Error of calculating the optimal Bayesian estimate using the Monte Carlo method in nonlinear problems ⋮ A sequential Monte Carlo approach for MLE in a plant growth model ⋮ Direct, prediction- and smoothing-based Kalman and particle filter algorithms ⋮ Three dimensional acoustic source localization and tracking using statistically weighted hybrid particle filtering algorithm ⋮ Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis ⋮ Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation ⋮ Sampling, feasibility, and priors in data assimilation