Particle interpretation of nonlinear filtering and optimization

zbMath0910.93079MaRDI QIDQ1267429

G. Salut, Pierre Del Moral

Publication date: 7 April 1999

Published in: Russian Journal of Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

optimizationMonte Carlo methodsnonlinear filteringparticle algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Nonlinear systems in control theory (93C10) Transformations (93B17)

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