On the Numerical Solution of the Filtering Problem

@inproceedings{Han2014OnTN,
  title={On the Numerical Solution of the Filtering Problem},
  author={W. Han},
  year={2014}
}
We are rarely able to fully and directly observe many phenomena which are crucial to our daily lives. However, it is often the case that certain partial information on the phenomena of interest is available together with a mathematical model of it. The general question that one is interested in this case is what inferences can be done on the phenomena based… CONTINUE READING