Hermite Spectral Method to 1-D Forward Kolmogorov Equation and Its Application to Nonlinear Filtering Problems | |
Luo, Xue; Yau, Stephen S.T. | |
刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
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2013 | |
卷号 | 58页码:2495-2507 |
关键词 | Computational methods filtering forward Kolmogorov equations Hemite spectral method |
ISSN号 | 0018-9286 |
DOI | 10.1109/TAC.2013.2259975 |
URL标识 | 查看原文 |
收录类别 | SCIE ; EI |
WOS记录号 | WOS:000324931000005 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6569834 |
专题 | 北京航空航天大学 |
推荐引用方式 GB/T 7714 | Luo, Xue,Yau, Stephen S.T.. Hermite Spectral Method to 1-D Forward Kolmogorov Equation and Its Application to Nonlinear Filtering Problems[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2013,58:2495-2507. |
APA | Luo, Xue,&Yau, Stephen S.T..(2013).Hermite Spectral Method to 1-D Forward Kolmogorov Equation and Its Application to Nonlinear Filtering Problems.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,58,2495-2507. |
MLA | Luo, Xue,et al."Hermite Spectral Method to 1-D Forward Kolmogorov Equation and Its Application to Nonlinear Filtering Problems".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 58(2013):2495-2507. |
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