Interacting particle systems approximations of the kushner-stratonovitch equation

Advances in Applied Probability

Volumn 31, Issue 3, 1999, Pages 819-838

  Crisan D ^a   Del Moral, P ^b   Lyons, T J ^c  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b CNRS   (France)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Error bounds; Filter approximation; Genetic algorithms; Interacting particle systems; Non linear filtering

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; GENETIC ALGORITHMS; MATHEMATICAL MODELS; NONLINEAR EQUATIONS; NONLINEAR FILTERING;

CONTINUOUS-TIME FILTERING; INTERACTING PARTICLE SYSTEMS; KUSHNER-STRATONOVITCH EQUATIONS;

PROBABILITY DISTRIBUTIONS;

EID: 17744362474     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1029955206     Document Type: Article

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