A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations

Feng Bao, Yanzhao Cao, Clayton G. Webster, Guannan Zhang. A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations. SIAM/ASA J. Uncertain. Quantification, 2(1):784-804, 2014. [doi]

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