Algorithms with Limited Parallelism for Solving One Digital Filtering Problem

2001 ◽  
Vol 33 (10) ◽  
pp. 10
Author(s):  
Mikhail S. Jadzhak
2018 ◽  
Vol 1 (1) ◽  
pp. 5-12
Author(s):  
Adriana Milășan ◽  
◽  
Cristian Molder ◽  
Silviu Dumitrescu ◽  
◽  
...  

1992 ◽  
Vol 21 (2) ◽  
pp. 31-36 ◽  
Author(s):  
A. G. Khadakkar ◽  
A. P. Thenmozhi ◽  
R. Narayanan

2020 ◽  
Vol 26 (2) ◽  
pp. 113-129
Author(s):  
Hamza M. Ruzayqat ◽  
Ajay Jasra

AbstractIn the following article, we consider the non-linear filtering problem in continuous time and in particular the solution to Zakai’s equation or the normalizing constant. We develop a methodology to produce finite variance, almost surely unbiased estimators of the solution to Zakai’s equation. That is, given access to only a first-order discretization of solution to the Zakai equation, we present a method which can remove this discretization bias. The approach, under assumptions, is proved to have finite variance and is numerically compared to using a particular multilevel Monte Carlo method.


1986 ◽  
Vol 31 (2) ◽  
pp. 185-189 ◽  
Author(s):  
U. Shaked ◽  
E. Soroka

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