APPLICATION OF THE MONTE CARLO NUMERICAL INTEGRATION METHOD FOR APPROXIMATION OF PROBABILITY DENSITY

Monte Carlo numerical integration method is considered, methods of approximation as random probability density as well as a posteriori probability density of changing markovian discrete filtered parametres with add particles.

Bibliographic Details
Main Authors: A. V. Parakhnevich, A. S. Solonar, S. A. Gorshkov
Format: Article
Language:Russian
Published: Educational institution «Belarusian State University of Informatics and Radioelectronics» 2019-06-01
Series:Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki
Subjects:
Online Access:https://doklady.bsuir.by/jour/article/view/841