Generalized Gauss-Hermite filtering
type: Item
instance of: scholarly article
title: Generalized Gauss-Hermite filtering
zbMATH Open document ID: 1477.62263
author: Hermann Singer
published in: AStA. Advances in Statistical Analysis
publication date: 2020-10-12T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60Hxx
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 7259125
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: nonlinear systems
zbMATH Keywords: discrete measurements
zbMATH Keywords: continuous-discrete state space model
zbMATH Keywords: Gaussian filter
zbMATH Keywords: Hermite expansion
MaRDI profile type: Publication
full work available at URL: s10182-008-0068-z
OpenAlex ID: W2144692189
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DOI: 10.1007/S10182-008-0068-Z
description: scientific article; zbMATH DE number 7259125