✦ LIBER ✦

Filtering for partially observed diffusion and its applications

✍ Scribed by Shoji, Isao

Book ID: 122927558
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 406 KB
Volume: 392
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2013.06.005

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Particle filters for partially observed

Particle filters for partially observed diffusions

✍ Paul Fearnhead; Omiros Papaspiliopoulos; Gareth O. Roberts 📂 Article 📅 2008 🏛 Blackwell Publishing 🌐 English ⚖ 905 KB

Exact filtering for partially observed c

Exact filtering for partially observed continuous time models

✍ Paul Fearnhead; Loukia Meligkotsidou 📂 Article 📅 2004 🏛 Blackwell Publishing 🌐 English ⚖ 284 KB

Hypoellipticity for filtering problems o

Hypoellipticity for filtering problems of partially observable diffusion processes

✍ Krylov, N. V. 📂 Article 📅 2014 🏛 Springer 🌐 English ⚖ 345 KB

Particle filtering for partially observe

Particle filtering for partially observed Gaussian state space models

✍ Christophe Andrieu; Arnaud Doucet 📂 Article 📅 2002 🏛 Blackwell Publishing 🌐 English ⚖ 275 KB

Numerical strategies for filtering parti

Numerical strategies for filtering partially observed stiff stochastic differential equations

✍ John Harlim 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 948 KB

In this paper, we present a fast numerical strategy for filtering stochastic differential equations with multiscale features. This method is designed such that it does not violate the practical linear observability condition and, more importantly, it does not require the computationally expensive cr

Reduced-complexity filtering for partial

Reduced-complexity filtering for partially observed nearly completely decomposable Markov chains

✍ Dey, S. 📂 Article 📅 2000 🏛 IEEE 🌐 English ⚖ 272 KB