An Implicit Algorithm of Solving Nonlinear Filtering Problems

DOI10.4208/CICP.180313.130214AzbMath1388.65012OpenAlexW2473085324MaRDI QIDQ5372274

Xiaoying Han, Yanzhao Cao, Feng Bao

Publication date: 27 October 2017

Published in: Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/519aa6398b858fae781d86922685d5edefd5a7b9

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical solutions to stochastic differential and integral equations (65C30)

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