Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter.
Nikolai DokuchaevPublished in: SIAM J. Control. Optim. (2005)
Keyphrases
- kalman filter
- linear systems
- kalman filtering
- optimal solution
- algebraic equations
- state estimation
- object tracking
- target tracking
- motion parameters
- image processing
- extended kalman filter
- robust tracking
- multiscale
- particle filter
- linear programming
- search algorithm
- scale factor
- state space model
- neural network
- rao blackwellized particle filter