- Tytuł:
- On the convergence of the wavelet-Galerkin method for nonlinear filtering
- Autorzy:
-
Nowak, Ł. D.
Pasławska-Południak, M.
Twardowska, K. - Powiązania:
- https://bibliotekanauki.pl/articles/907779.pdf
- Data publikacji:
- 2010
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
równanie Zakai
metoda Galerkina
falka
schemat Eulera
Zakai equation
Galerkin method
wavelet basis
Euler scheme - Opis:
- The aim of the paper is to examine the wavelet-Galerkin method for the solution of filtering equations. We use a wavelet biorthogonal basis with compact support for approximations of the solution. Then we compute the Zakai equation for our filtering problem and consider the implicit Euler scheme in time and the Galerkin scheme in space for the solution of the Zakai equation. We give theorems on convergence and its rate. The method is numerically much more efficient than the classical Galerkin method.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2010, 20, 1; 93-108
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł