Dimensional reduction for particle filters of systems with time-scale separation
Presenter
May 25, 2007
Keywords:
- stochastic systems
- mathematical physics
- mixing times
- scaling phenomena
- filtering problem
- Markov processes
- dimensional reduction
- renormalization
- reconstruction and indirect measurement
- particle filter
- scale separation
- Rao-Blackwellization
MSC:
- 37-xx
- 37Axx
- 37A25
- 62M20
- 62M40
- 62M05
- 62Mxx
- 62-xx
