Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems
DOI10.1137/20M1379265zbMath1495.60027arXiv2010.16401OpenAlexW3096922652WikidataQ114074134 ScholiaQ114074134MaRDI QIDQ5081152
Navaratnam Sri Namachchivaya, Nicolas Perkowski, Ryne Beeson
Publication date: 13 June 2022
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.16401
Measures of association (correlation, canonical correlation, etc.) (62H20) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Singular parabolic equations (35K67)
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