The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems

Xue Luo, Stephen S.-T. Yau. The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems. Automatica, 94:9-17, 2018. [doi]

Authors

Xue Luo

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Stephen S.-T. Yau

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