Solving Nonlinear Filtering Problems in Real Time by Legendre Galerkin Spectral Method

Wenhui Dong, Xue Luo, Stephen S.-T. Yau. Solving Nonlinear Filtering Problems in Real Time by Legendre Galerkin Spectral Method. IEEE Trans. Automat. Contr., 66(4):1559-1572, 2021. [doi]

Abstract

Abstract is missing.