Fundamentals of Stochastic Filtering.¶
Bain, A., & Crisan, D. (2009). Fundamentals of Stochastic Filtering. Springer.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Domain-specific¶
- Kushner–Stratonovich Equation
- Exact solution is rare, motivating projection filters, assumed-density methods, grids, and particles as approximations to this reference evolution.
This sourceStandard treatment of normalized and unnormalized filters, finite-dimensional special cases, and approximation.
- Exact solution is rare, motivating projection filters, assumed-density methods, grids, and particles as approximations to this reference evolution.
Verification¶
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Registry ID ref:0a5e398ebec4 · see in the full table