Fourier-Hermite expansions for nonlinear filtering

Theory of Probability and its Applications

Volumn 44, Issue 3, 1999, Pages 606-612

  Mikulevicius, R ^a   Rozovskii, B ^b  

^a VILNIUS UNIVERSITY   (Lithuania)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Fourier Hermite expansion; Nonlinear filtering

Indexed keywords

EID: 0033622294     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/s0040585x97977835     Document Type: Article

References (20)

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