Convergence of a Branching Particle Method to the Solution of the Zakai Equation.
Dan CrisanJessica G. GainesTerry J. LyonsPublished in: SIAM J. Appl. Math. (1998)
Keyphrases
- optimization method
- mathematical model
- detection method
- convergence rate
- high precision
- support vector machine svm
- numerical methods
- synthetic data
- clustering method
- optimization algorithm
- high accuracy
- preprocessing
- computational complexity
- similarity measure
- probabilistic model
- computational cost
- experimental evaluation
- dynamic programming
- evolutionary algorithm
- search algorithm