Solving Nonlinear Filtering Problems in Real Time by Legendre Galerkin Spectral Method

DOI10.1109/TAC.2020.3002979OpenAlexW3036151507MaRDI QIDQ4990267

Wenhui Dong, Xue Luo, Stephen Shing-Toung Yau

Publication date: 28 May 2021

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2020.3002979

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (3)

Splitting-up spectral method for nonlinear filtering problems with correlation noises ⋮ Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm ⋮ Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method

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