This is a preview. Log in through your library . Abstract We consider Monte Carlo methods for the classical nonlinear filtering problem. The first method is based on a backward pathwise filtering ...
DELTA’s innovative family of linear variable filters is extended with a seventh type – the best ever linear variable order sorting filter (LVOSF). DELTA has lifted the application range of variable ...
Consider the initial value problem for systems of linear ordinary differential equations which contain two different time scales, a slow one and a fast one. Under very general conditions the solution ...