Central limit theorem for nonlinear filtering and interacting particle systems
The authors are concerned with the genetic-type interacting particle systems introduced by the first named author [Markov Process. Relat. Fields 2, No. 4, 555-580 (1996; Zbl 0879.60042)]. They study the fluctuations on path spaces of such systems in order to use the results for solving nonlinear filtering problems numerically.
genetic-type interacting particle systems
scientific article; zbMATH DE number 1346296
scientific article