Kalman filter with hypothesis testing: A tool for estimating uncertain parameters (Q1922601): Difference between revisions
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Revision as of 06:17, 5 March 2024
scientific article
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English | Kalman filter with hypothesis testing: A tool for estimating uncertain parameters |
scientific article |
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Kalman filter with hypothesis testing: A tool for estimating uncertain parameters (English)
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2 February 1997
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ARMA-models
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algorithm
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linear systems
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uncertainty
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observation noise
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jumps
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single-sample hypothesis
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three-state decision rule
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fading memory Kalman filter
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