Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes › Research Explorer

Novosibirsk State University's Research Portal

Maximum Cross Section Method in Optimal Filtering of Jump-Diffusion Random Processes

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

Computational Mathematics Section

DOI

https://doi.org/10.1109/OPCS.2019.8880234
Final published version

Tatyana Averina
Konstantin Rybakov

Original language	English
Title of host publication	2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	8-11
Number of pages	4
ISBN (Electronic)	9781728129860
DOIs	https://doi.org/10.1109/OPCS.2019.8880234
Publication status	Published - Aug 2019
Event	15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019 - Novosibirsk, Russian Federation Duration: 26 Aug 2019 → 30 Aug 2019

Publication series

Name	2019 15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019

Conference

Conference	15th International Asian School-Seminar Optimization Problems of Complex Systems, OPCS 2019
Country/Territory	Russian Federation
City	Novosibirsk
Period	26.08.2019 → 30.08.2019

OECD FOS+WOS

1.02 COMPUTER AND INFORMATION SCIENCES
1.01 MATHEMATICS

Research areas

maximum cross section method, optimal filtering, particle filter, particle method, Poisson process, statistical modeling, stochastic differential equation

ID: 23209039