Approximations for Nonlinear Filters based on Quantisation

DOI10.1515/MCMA.2001.7.3-4.311zbMath0980.65062OpenAlexW1978090776MaRDI QIDQ2732327

Nigel J. Newton

Publication date: 25 February 2002

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2001.7.3-4.311

zbMATH Keywords

nonlinear filtersstochastic particle methodsMarkow chainobservation quantisation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical analysis or methods applied to Markov chains (65C40)

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