YauYauAL is a new R package that implements the Yau-Yau nonlinear filter for state estimation in stochastic systems, with a graphical interface and numerical PDE solvers.
, Glowinski, R., and Rascanu, A
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Yau-YauAL: A computer tool for solving nonlinear filtering problems
YauYauAL is a new R package that implements the Yau-Yau nonlinear filter for state estimation in stochastic systems, with a graphical interface and numerical PDE solvers.