A nonlinear filtering algorithm based on an approximation of the conditional distribution (Q4507064)

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scientific article; zbMATH DE number 1518575
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A nonlinear filtering algorithm based on an approximation of the conditional distribution
scientific article; zbMATH DE number 1518575

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    A nonlinear filtering algorithm based on an approximation of the conditional distribution (English)
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    17 October 2000
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    linearization
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    nonlinear filtering problem
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    discrete observations
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    approximations
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