La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire

F. Campillo

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique (1986)

  • Volume: 20, Issue: 2, page 203-223
  • ISSN: 0764-583X

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Campillo, F.. "La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire." ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 20.2 (1986): 203-223. <http://eudml.org/doc/193474>.

@article{Campillo1986,
author = {Campillo, F.},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique},
keywords = {Gauss-Galerkin approximation; Fokker-Planck equation; nonlinear filtering problem},
language = {fre},
number = {2},
pages = {203-223},
publisher = {Dunod},
title = {La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire},
url = {http://eudml.org/doc/193474},
volume = {20},
year = {1986},
}

TY - JOUR
AU - Campillo, F.
TI - La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire
JO - ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
PY - 1986
PB - Dunod
VL - 20
IS - 2
SP - 203
EP - 223
LA - fre
KW - Gauss-Galerkin approximation; Fokker-Planck equation; nonlinear filtering problem
UR - http://eudml.org/doc/193474
ER -

References

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  2. [2] L BREIMAN, Probability Addison-Wesley (1968) Zbl0174.48801MR229267
  3. [3] F CAMPILLO, Filtrage et Détection de Ruptures de Processus Partiellement Observé,Thèse de Troisième Cycle, Université de Provence (1984) 
  4. [4] D A DAWSON, Galerkin approximation of nonlinear Markov processes, in Statistics & Related Topics, M Csorgo, D A Dawson, J N K Rao, A K Md Saleh (eds) North-Holland (1981) Zbl0469.60078MR665284
  5. [5] B S GARBOW, J M BOYLE, J J DONGARA & C B BOYLER, Matrix Eigen System Routines - EISPACK - Guide Extension, Lecture Notes in Computer Science (1977) Zbl0368.65020
  6. [6] W GAUTSCHI, On generating orthogonal polynomials SIAM J Sci Stat Comp ,vol 3, n° 3 (1982), 289-317 Zbl0482.65011MR667829
  7. [7] O A LADYZENSKAJA, V A SOLONNIKOV, N N URAL'CEVALinear and Quasilinear Equations of Parabole Type Amer Math Socie (1968) 
  8. [8] F LE GLAND, Estimation de Paramètres dans les Processus Stochastiques en Observation Incomplète Application a un Problème de Radio-Astronomie Thèse de Docteur-Ingénieur, Université Paris 9 (1981) 
  9. [9] E PARDOUX, Equations du filtrage non-linéaire de l'aprédiction et du lissage Stochastics, 6 (1982), 193-231 Zbl0491.93062MR665400
  10. [10] P A RAVIART, An analysis of particle methods CEME Course in Numerical Methods in Fluids Dynamics, Como, July 83, Lecture Notes in Mathematics Springer Verlag Zbl0598.76003MR802214
  11. [11] J A SHOHAT & J D TAMARKIN, The Problem of Moments Amer Math Socie (1950) Zbl0041.43302MR8438
  12. [12] D W STROOCK, S R S VARADHAN, Multidimensional Diffusion Processes Springer Verlag (1979) Zbl0426.60069MR532498
  13. [13] J C WHEELER, Modified moments and gaussian quadrature Rocky Montain J Math , 4 (1974), 287-296 Zbl0309.65009MR334466

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