Partitioning nonlinear filters for non-gaussian initial conditions and correlated noises (Q4374194)

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scientific article; zbMATH DE number 1112539
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Partitioning nonlinear filters for non-gaussian initial conditions and correlated noises
scientific article; zbMATH DE number 1112539

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    Partitioning nonlinear filters for non-gaussian initial conditions and correlated noises (English)
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    30 August 1998
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    Kalman filters
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    non-Gaussian initial conditions
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    optimal estimate
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    discrete linear system
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