Fourier - Hermite Expansions for Nonlinear Filtering
نویسنده
چکیده
The objective of this paper is to develop an approach to nonlinear ltering which allows the separation of time consuming computations involving the coe cients of the system from those dealing with the observation data only. The approach is based on a Cameron-Martin type expansion for nonnormalized optimal lters. 2
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تاریخ انتشار 1997