Measure Valued Processes and Interacting Particle Systems. Application to Non Linear Filtering Problems¶

Moral, P. D. (1998). Measure Valued Processes and Interacting Particle Systems. Application to Non Linear Filtering Problems.

Type: Unclassified
Intellectual base: Unclassified
Year: 1998
DOI: 10.1214/aoap/1028903535
Link: https://doi.org/10.1214/aoap/1028903535

Cited by¶

1 citation across 1 artifact.

Domain-specific¶

Filtering problem (stochastic processes)
- Filtering uses current and past observations, prediction extrapolates without the next observation and smoothing also uses future data; optimality depends on the declared loss and model and the posterior distribution is the full solution beyond a point estimate.

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