Optimal nudging in particle filters

Keyphrases

• Importance Sampling 100%
• Particle Filter 100%
• Nudge 100%
• Particle Filtering 100%
• Stochastic Partial Differential Equations 100%
• Control Method 50%
• Dynamical Systems 50%
• Particle Method 50%
• Change of Measure 50%
• Particle Dynamics 50%
• Cost Functional 50%
• Multiscale Systems 50%
• Homogenization Method 50%
• Flexible Tool 50%
• Proposal Density 50%
• Diagnostic Equation 50%

Engineering

• Particle Filter 100%
• Partial Differential Equation 100%
• Multiscale 50%
• Particle Dynamic 50%
• Filtering Algorithm 50%
• Proposal Density 50%

Mathematics

• Importance Sampling 100%
• Stochastic Partial Differential Equation 100%
• Minimizes 50%
• Dynamical System 50%
• Proposal Density 50%