Robustness of estimators in a finitely additive white noise model (Q3771453): Difference between revisions
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English | Robustness of estimators in a finitely additive white noise model |
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Robustness of estimators in a finitely additive white noise model (English)
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1987
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non-linear estimation
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Lipschitz-continuous functions
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non-linear filtering
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discrete approximations
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finitely additive probability
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white noise model
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robust estimation
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Kalman-Bucy filter
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known covariance matrices
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