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A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering.

Wendell H. FlemingWilliam M. McEneaney
Published in: SIAM J. Control. Optim. (2000)
Keyphrases
  • nonlinear filtering
  • learning algorithm
  • cost function
  • image processing
  • dynamic programming
  • noisy data
  • compressed sensing