Generalized gauss - Hermite filtering

AStA Advances in Statistical Analysis

Volumn 92, Issue 2, 2008, Pages 179-195

  Singer, Hermann ^a  

^a UNIVERSITY OF HAGEN   (Germany)

Author keywords

Continuous discrete state space model; Discrete measurements; Gaussian filter; Hermite expansion; Nonlinear systems; Stochastic differential equations

Indexed keywords

EID: 46649085249     PISSN: 18638171     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10182-008-0068-z     Document Type: Article

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