On scalarized calculation of the likelihood function in array square-root filtering algorithms (Q1049623)

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On scalarized calculation of the likelihood function in array square-root filtering algorithms
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    On scalarized calculation of the likelihood function in array square-root filtering algorithms (English)
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    13 January 2010
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    scalarized calculation of the logarithmic likelihood function
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    Kalman filtering
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    computational complexity
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