Time-reversion of a hybrid state stochastic difference system with a jump-linear smoothing application
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Publication:3482656
DOI10.1109/18.53743zbMath0703.60066OpenAlexW2126298104MaRDI QIDQ3482656
Henk A. P. Blom, Yaakov Bar-Shalom
Publication date: 1990
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.53743
simulation resultsBayesian estimationstochastic difference equationreverse time forms for stochastic equations
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