Robustness of estimators in a finitely additive white noise model (Q3771453)

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Robustness of estimators in a finitely additive white noise model
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    Robustness of estimators in a finitely additive white noise model (English)
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    1987
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    non-linear estimation
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    Lipschitz-continuous functions
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    non-linear filtering
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    discrete approximations
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    finitely additive probability
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    white noise model
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    robust estimation
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    Kalman-Bucy filter
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    known covariance matrices
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