Cargando…
Convergence rates of Gaussian ODE filters
A recently introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value problems. These methods model the true solution x and its first q derivatives a priori as a Gauss–Markov process [Formula: see text...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2020
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7527376/ https://www.ncbi.nlm.nih.gov/pubmed/33088027 http://dx.doi.org/10.1007/s11222-020-09972-4 |