Fourier--Hermite Expansions for Nonlinear Filtering
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Publication:2711149
DOI10.1137/S0040585X97977835zbMath0968.60037OpenAlexW1994706895MaRDI QIDQ2711149
Remigijus Mikulevičius, Boris L. Rosovskii
Publication date: 2 May 2001
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97977835
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35)
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