Please use this identifier to cite or link to this item: http://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
RMID: 0020030716
DOI: 10.1023/A:1023223604650
Published version: http://www.springerlink.com/content/x3542k57n3222664/
Appears in Collections:Applied Mathematics publications

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