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- W1921083195 abstract "In this paper, we propose a meshfree approximation method for the implicit filter developed in [2], which is a novel numerical algorithm for nonlinear filtering problems. The implicit filter approximates conditional distributions in the optimal filter over a deterministic state space grid and is developed from samples of the current state obtained by solving the state equation implicitly. The purpose of the meshfree approximation is to improve the efficiency of the implicit filter in moderately high-dimensional problems. The construction of the algorithm includes generation of random state space points and a meshfree interpolation method. Numerical experiments show the effectiveness and efficiency of our algorithm." @default.
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- W1921083195 date "2015-08-04" @default.
- W1921083195 modified "2023-10-14" @default.
- W1921083195 title "An Efficient Meshfreee Implicit Filter for Nonlinear Filtering Problems" @default.
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- W1921083195 doi "https://doi.org/10.48550/arxiv.1508.00783" @default.
- W1921083195 hasPublicationYear "2015" @default.
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