Proper Orthogonal Decomposition Method to Nonlinear Filtering Problems in Medium-High Dimension

Zhongjian Wang Department of Mathematics, The University of Hong Kong Xue Luo School of Mathematical Sciences, Beihang University (Shahe campus) Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University Zhiwen Zhang Department of Mathematics, The University of Hong Kong

Numerical Analysis and Scientific Computing Optimization and Control Probability mathscidoc:2004.25001

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@inproceedings{zhongjianproper,
  title={Proper Orthogonal Decomposition Method to Nonlinear Filtering Problems in Medium-High Dimension},
  author={Zhongjian Wang, Xue Luo, Stephen S.-T. Yau, and Zhiwen Zhang},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20200425094904759614634},
}
Zhongjian Wang, Xue Luo, Stephen S.-T. Yau, and Zhiwen Zhang. Proper Orthogonal Decomposition Method to Nonlinear Filtering Problems in Medium-High Dimension. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20200425094904759614634.
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