Monte Carlo methods in nonlinear filtering theory.
This thesis is focused on two basic aspects of the Control Problem: the stochastic modelling of physical systems, and Monte Carlo-based numerical approximation of the nonlinear filtering problem solution. In the first topic this thesis concerns about clarifying some issues in the mathematical modeli...
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| Format: | Others |
| Language: | English |
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Instituto Tecnológico de Aeronáutica
2006
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| Online Access: | http://www.bd.bibl.ita.br/tde_busca/arquivo.php?codArquivo=448 |