Grid methods for Bayes-optimal continuous-discrete filtering and utilizing a functional tensor train representation
Author:
Affiliation:
1. Electronics Group, University of Otago, Dunedin, New Zealand
2. Department of Mathematical Sciences, University of Bath, Bath, UK
Publisher
Informa UK Limited
Subject
Applied Mathematics,Computer Science Applications,General Engineering
Link
https://www.tandfonline.com/doi/pdf/10.1080/17415977.2020.1862109
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1. 4 Stochastic Differential Equations
2. A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking
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4. Comparison of adaptive array processing schemes for land mine detection using hyperspectral imagery
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1. Efficient quadratures for high-dimensional Bayesian data assimilation;Journal of Computational Physics;2024-06
2. Solution of the Fokker–Planck Equation by Cross Approximation Method in the Tensor Train Format;Frontiers in Artificial Intelligence;2021-08-02
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