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"Fast Filtering in Switching Approximations of Nonlinear Markov Systems ..."

Ivan Gorynin et al. (2017)

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DOI: 10.1109/TAC.2016.2569417

access: closed

type: Journal Article

metadata version: 2020-05-20

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  - https://dblp.org/rec/journals/tac/GoryninDMP17
Ivan Gorynin, Stéphane Derrode, Emmanuel Monfrini, Wojciech Pieczynski:
Fast Filtering in Switching Approximations of Nonlinear Markov Systems With Applications to Stochastic Volatility. IEEE Trans. Autom. Control. 62(2): 853-862 (2017)

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