A powerful numerical technique solving Zakai equation for nonlinear filtering
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Publication:1363315
DOI10.1023/A:1008206719489zbMath0880.93052OpenAlexW179920635MaRDI QIDQ1363315
Publication date: 2 February 1998
Published in: Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008206719489
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Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric ⋮ Nonparametric Uncertainty Quantification for Stochastic Gradient Flows ⋮ Splitting-up spectral method for nonlinear filtering problems with correlation noises ⋮ Perron–Frobenius Operator Filter for Stochastic Dynamical Systems ⋮ Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method ⋮ A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification ⋮ Kernel-based collocation methods for Zakai equations
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