A deterministic discretisation-step upper bound for state estimation via Clark transformations.
Malcolm, W.P.; Elliott, R.J.; van der Hoek, J.
Journal of Applied Mathematics and Stochastic Analysis (2004)
- Volume: 2004, Issue: 4, page 371-384
- ISSN: 2090-3332
Access Full Article
top
How to cite
topMalcolm, W.P., Elliott, R.J., and van der Hoek, J.. "A deterministic discretisation-step upper bound for state estimation via Clark transformations.." Journal of Applied Mathematics and Stochastic Analysis 2004.4 (2004): 371-384. <http://eudml.org/doc/51656>.
@article{Malcolm2004,
author = {Malcolm, W.P., Elliott, R.J., van der Hoek, J.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {continuous-time filtering; state estimation; stochastic differential equations; discretizations; stabilization; Clark transformations; positivity-preserving numerical schemes; Brownian motion; Poisson process},
language = {eng},
number = {4},
pages = {371-384},
publisher = {Hindawi Publishing Corporation, New York},
title = {A deterministic discretisation-step upper bound for state estimation via Clark transformations.},
url = {http://eudml.org/doc/51656},
volume = {2004},
year = {2004},
}
TY - JOUR
AU - Malcolm, W.P.
AU - Elliott, R.J.
AU - van der Hoek, J.
TI - A deterministic discretisation-step upper bound for state estimation via Clark transformations.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2004
PB - Hindawi Publishing Corporation, New York
VL - 2004
IS - 4
SP - 371
EP - 384
LA - eng
KW - continuous-time filtering; state estimation; stochastic differential equations; discretizations; stabilization; Clark transformations; positivity-preserving numerical schemes; Brownian motion; Poisson process
UR - http://eudml.org/doc/51656
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.