Open AccessParticle Representation for the Solution of the Filtering Problem. Application to the Error Expansion of Filtering Discretizations
Author(s) -
Dan Crisan,
Thomas G. Kurtz,
Salvador Ortiz-Latorre
Publication year - 2021
Publication title -
journal of stochastic analysis
Language(s) - English
Resource type - Journals
ISSN - 2689-6931
DOI - 10.31390/josa.2.3.15
Subject(s) - representation (politics) , particle filter , particle (ecology) , mathematics , computer science , algorithm , mathematical optimization , artificial intelligence , kalman filter , geology , politics , political science , law , oceanography