Kalman Filtering with Random Coefficients and Contractions (Q3138076): Difference between revisions

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Revision as of 09:51, 5 March 2024

scientific article
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English
Kalman Filtering with Random Coefficients and Contractions
scientific article

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    Kalman Filtering with Random Coefficients and Contractions (English)
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    13 April 1994
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    Kalman filter
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    Riccati equation
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    Riccati transformation
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    stochastic stationary parameters
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