本刊英文版2013年56卷第8期摘要

摘要

A branching particle system approximation for nonlinear stochastic filteringAbstract The optimal filter π = {πt,t∈ [O,T]} of a stochastic signal is approximated by a sequence {πt^n} of measure-valued processes defined by branching particle systems in a random environment （given by the observation process）.