The adaptive patched cubature filter and its implementation


There are numerous contexts where one wishes to describe the state of a randomly evolving system. Effective solutions combine models that quantify the underlying uncertainty with available observational data to form scientifically reasonable estimates for the uncertainty in the system state. Stochastic differential equations are often used to mathematically… (More)


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@article{Lee2015TheAP, title={The adaptive patched cubature filter and its implementation}, author={Wonjung Lee and Terry Lyons}, journal={CoRR}, year={2015}, volume={abs/1509.04239} }