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