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Revision as of 13:21, 24 May 2024

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Kalman filter with hypothesis testing: A tool for estimating uncertain parameters
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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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