A non-linear explicit filter. (Q1424477)

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A non-linear explicit filter.
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    Statements

    title
    A non-linear explicit filter. (English)
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    publication date
    14 March 2004
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    zbMATH Keywords
    Filtering
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    Discrete time observations
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    Hidden Markov models
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    Prior and posterior distributions
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    93E11
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    60G35
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    zbMATH DE Number
    2055337
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