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Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method.

Zeju SunStephen Shing-Toung Yau
Published in: Autom. (2023)
Keyphrases
  • solving nonlinear
  • correlated noise
  • optimization problems
  • objective function
  • optimization algorithm
  • combinatorial optimization
  • differential equations
  • decomposition method