\( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters (Q2689632): Difference between revisions

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Latest revision as of 17:13, 31 July 2024

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\( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters
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    \( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters (English)
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    13 March 2023
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    hidden Markov model
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    multiplicative noise in observations
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    smoothing on fixed observation interval
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    \( \mathcal{L}_1\)-optimal estimate
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    EM algorithm
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