Filtering and identification of a state space model with linear and bilinear interactions between the states (Q1690834)

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Filtering and identification of a state space model with linear and bilinear interactions between the states
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    Filtering and identification of a state space model with linear and bilinear interactions between the states (English)
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    12 January 2018
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    bilinear state space model
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    Kalman filter and smoother
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    maximum likelihood estimate
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    EM algorithm
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