The adaptive patched cubature filter and its implementation

Abstract

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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Cite this paper

@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} }