A Gaussian approximation recursive filter for nonlinear systems with correlated noises (Q1937522)

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A Gaussian approximation recursive filter for nonlinear systems with correlated noises
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    A Gaussian approximation recursive filter for nonlinear systems with correlated noises (English)
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    1 March 2013
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    nonlinear stochastic systems
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    correlated noises
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    Gaussian approximation filter
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    divided difference filter
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    predictive probability density function
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    minimum mean square error (MMSE)
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    divided difference filter (DDF)
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