Interpolation and Iteration for Nonlinear Filters
نویسندگان
چکیده
We present a general form of the iteration and interpolation process used in implicit particle filters. Implicit filters are based on a pseudo-Gaussian representation of posterior densities, and are designed to focus the particle paths so as to reduce the number of particles needed in nonlinear data assimilation. Examples are given. 1991 Mathematics Subject Classification. 60G35, 62M20, 86A05. The dates will be set by the publisher.
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تاریخ انتشار 2009