Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter (Q1763110): Difference between revisions

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Property / cites work: Kalman Filtering with Random Coefficients and Contractions / rank
 
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Property / cites work: A non-linear explicit filter. / rank
 
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Latest revision as of 18:16, 7 June 2024

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Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter
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    Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter (English)
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    21 February 2005
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    discrete time observation
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    filtering
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    hidden Markov models
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    multiplicative noise
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    stability of the filtering algorithm
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