Parallel computations for Yau filters

DOI10.1016/j.camwa.2005.01.026zbMath1121.93069OpenAlexW2089597586MaRDI QIDQ815280

Hon-Wing Cheng, Stephen Shing-Toung Yau

Publication date: 16 February 2006

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2005.01.026

zbMATH Keywords

ordinary differential equationinitial value problemparallel algorithmmatrix exponentialYau filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cites Work

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