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mhyueh / NonlinearFiltering

Yau-Yau Method for Solving Nonlinear Filtering Problems
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questions about the The codes of Yau-Yau Method for Solving Nonlinear Filtering Problems #1

Open My-85 opened 9 months ago

My-85 commented 9 months ago

Hello, professor. I have watched the code, and I have some questions. Could you tell me which paper you can refer to for the Yau filtering method in your code? I am not quite sure about the arithmetic examples given in the code. Thanks!

mhyueh commented 9 months ago

The code is an implementation of the filtering method in the following paper: http://dx.doi.org/10.4310/CIS.2014.v14.n4.a2 The example in the code is the cubic sensor problem stated in subsection 5.1 of the paper.

On Tue, Nov 14, 2023 at 6:47 PM My-85 @.***> wrote:

Hello, professor. I have watched the code, and I have some questions. Could you tell me which paper you can refer to for the Yau filtering method in your code? I am not quite sure about the arithmetic examples given in the code. Thanks!

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