Gauss, Kalman and advances in recursive parameter estimation (Q3018540)

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Gauss, Kalman and advances in recursive parameter estimation
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    title
    Gauss, Kalman and advances in recursive parameter estimation (English)
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    DOI
    10.1002/for.1187
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    publication date
    27 July 2011
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    zbMATH DE Number
    5932439
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    zbMATH Keywords
    Kalman filter
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    recursive parameter estimation
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    adaptive forecasting
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