TY - GEN
A1 - Nowak, Łukasz D.
A1 - Pasławska-Południak, Monika
A1 - Twardowska, Krystyna
A2 - Korbicz, Józef - red.
A2 - Uciński, Dariusz - red.
PB - Zielona Góra: Uniwersytet Zielonogórski
N2 - The aim of the paper is to examine the wavelet-Galerkin method for the solution of filtering equations. We use a waveletbiorthogonal basis with compact support for approximations of the solution. Then we compute the Zakai equation for ourfiltering problem and consider the implicit Euler scheme in time and the Galerkin scheme in space for the solution of theZakai equation. We give theorems on convergence and its rate. The method is numerically much more efficient than theclassical Galerkin method.
L1 - http://www.zbc.uz.zgora.pl/Content/46837/AMCS_2010_20_1_7.pdf
L2 - http://www.zbc.uz.zgora.pl/Content/46837
KW - Zakai equation
KW - Galerkin method
KW - wavelet basis
KW - Euler scheme
T1 - On the convergence of the wavelet-galerkin method for nonlinear filtering
UR - http://www.zbc.uz.zgora.pl/dlibra/docmetadata?id=46837
ER -