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https://hdl.handle.net/2440/495
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Type: | Journal article |
Title: | Method of best successive approximations for nonlinear operators |
Author: | Torokhti, A. Howlett, P. Pearce, C. |
Citation: | Journal of Computational Analysis and Applications, 2003; 5(3):299-312 |
Publisher: | Kluwer Academic |
Issue Date: | 2003 |
ISSN: | 1521-1398 |
Statement of Responsibility: | Anatoli Torokhti, Phil Howlett and Charles Pearce |
Abstract: | We present a new approach to the approximation of nonlinear operators in probability spaces. The approach is based on a combination of the specific iterative procedure and the best approximation problem solution with a quadratic approximant. We show that the combination of these new techniques allow us to build a computationally efficient and flexible method. The algorithm of the method and its application to the optimal filtering of stochastic signals are given. |
Description: | The original publication is available at www.springerlink.com |
DOI: | 10.1023/A:1023223604650 |
Published version: | http://www.springerlink.com/content/x3542k57n3222664/ |
Appears in Collections: | Applied Mathematics publications Aurora harvest |
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