An iterative implementation of the implicit nonlinear filter
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Publication:2842474
DOI10.1051/M2AN/2011055zbMath1395.62290OpenAlexW2005757004MaRDI QIDQ2842474
Xuemin Tu, Alexandre Joel Chorin
Publication date: 14 August 2013
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/m2an/2011055
Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Signal detection and filtering (aspects of stochastic processes) (60G35)
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