Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation

Annals of Probability

Volumn 31, Issue 2, 2003, Pages 693-718

  Crisan, Dan ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Branching algorithm; Filtering; Monte Carlo approximation; Particle filters; Zakai equation

Indexed keywords

EID: 0038336146     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1048516533     Document Type: Article

References (20)

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