Unbiased Estimation of the Solution to Zakai's Equation.
Hamza M. RuzayqatAjay JasraPublished in: CoRR (2020)
Keyphrases
- mathematical model
- databases
- optimal solution
- boundary value problem
- maximum likelihood estimation
- optimization method
- hamilton jacobi
- nonlinear equations
- estimation accuracy
- closed form solutions
- exact solution
- numerical methods
- differential equations
- real time
- closed form
- search algorithm
- case study
- artificial intelligence
- data sets