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scientific article; zbMATH DE number 2024347
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English
A Variational Approach to Nonlinear Estimation
scientific article; zbMATH DE number 2024347

    Statements

    A Variational Approach to Nonlinear Estimation (English)
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    8 January 2004
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    Bayesian inference
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    information theory
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    Legendre-type transformations
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    nonlinear filtering
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    stochastic optimal control
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    variational formulation
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    apparent information
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    compatible information
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    diffusion processes
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