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zbMath0648.93060MaRDI QIDQ3794048

Anthony la Vigna, D. C. MacEnany, I. Yan, Gilmer L. Blankenship, Jean-Pierre Quadrat

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear filtering expert system MACSYMA Kallianpur-Striebel formula approximate filters Zakaï equation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Symbolic computation and algebraic computation (68W30) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Finite difference methods for boundary value problems involving PDEs (65N06)

Related Items (1)

Pathwise approximation and simulation for the Zakai filtering equation through operator splitting

Uses Software

MACSYMA

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