Unbiased estimation of the solution to Zakai's equation.
Hamza M. RuzayqatAjay JasraPublished in: Monte Carlo Methods Appl. (2020)
Keyphrases
- mathematical model
- numerical methods
- nonlinear equations
- algebraic equations
- closed form
- integer programming
- robust estimation
- linear equations
- parameter estimation
- integral equation
- data sets
- boundary value problem
- accurate estimation
- numerical solution
- estimation error
- solution space
- least squares
- evolutionary algorithm
- optimal solution
- computer vision
- learning algorithm