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Fabien Campillo, Frédéric Cérou, François Le Gland, Rivo Rakotozafy

Public reference bibliography and cataloged PDF materials authored or published by Fabien Campillo, Frédéric Cérou, François Le Gland, Rivo Rakotozafy.

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Particle and cell approximations for nonlinear filtering

Year: 1995 • Source: hal.science • Listed PDF

We consider the nonlinear filtering problem for systems with noise--free state equation. First, we study a particle approximation of the a posteriori probability distribution, and we give an estimate of the approximation...