Mazzoni, Thomas - Fernuniversität <Hagen> / Lehrstuhl für Angewandte … - 2009
This paper introduces a new method for nonlinear continuous-discrete filtering.It is shown that the Fokker-Planck-Equation can be solved numericallyby using distributed approximating functionals (DAFs). Theapproximation is very accurate and resolves the time interval between observationsin one...