On the numerical solution of the filtering problem

We are rarely able to fully and directly observe many phenomena which are crucial to our daily lives. However, it is often the case that certain partial information on the phenomena of interest is available together with a mathematical model of it. The general question that one is interested in this...

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Bibliographic Details
Main Author: Han, Wang
Other Authors: Crisan, Dan
Published: Imperial College London 2013
Subjects:
510
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.656420