Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models (Q5960138): Difference between revisions
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scientific article; zbMATH DE number 1727268
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English | Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models |
scientific article; zbMATH DE number 1727268 |
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Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models (English)
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11 April 2002
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optimal estimation
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sequential Monte Carlo methods
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posterior Cramer-Rao bounds
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