A split-step solution of the fokker-planck equation for the conditional density

Conference Record - Asilomar Conference on Signals, Systems and Computers

Volumn , Issue , 2006, Pages 2014-2018

  Lambert, H C ^a   Daum, F E ^b   Weatherwax, J L ^a  

^a MIT LINCOLN LABORATORY   (United States)

^b RAYTHEON COMPANY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADJOINT METHODS; BAYES RULES; CONDITIONAL DENSITIES; CONDITIONAL PROBABILITY DENSITY; DISCRETE TIME (DT); FAST CONVOLUTION; FILTERING PROBLEMS; FOKKER PLANCK EQUATION (FPE); MESH SIZES; NEW ALGORITHM; PROCESS NOISES; SPLIT STEP TECHNIQUE; SYSTEM OF ORDINARY DIFFERENTIAL EQUATIONS;

BOOLEAN FUNCTIONS; COMPUTATIONAL COMPLEXITY; DIFFERENCE EQUATIONS; DIFFERENTIAL EQUATIONS; DIFFERENTIATION (CALCULUS); FOKKER PLANCK EQUATION; MESH GENERATION; NONLINEAR EQUATIONS; ORDINARY DIFFERENTIAL EQUATIONS; RECONNAISSANCE AIRCRAFT; RISK ASSESSMENT; SIGNAL FILTERING AND PREDICTION; TIME MEASUREMENT; TIMING JITTER; WAVE FILTERS;

PROBABILITY DENSITY FUNCTION;

EID: 47049128296     PISSN: 10586393     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACSSC.2006.355119     Document Type: Conference Paper

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