Algorithms for optimal errors-in-variables filtering. (Q1853445)

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scientific article; zbMATH DE number 1856783
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    Algorithms for optimal errors-in-variables filtering.
    scientific article; zbMATH DE number 1856783

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      Algorithms for optimal errors-in-variables filtering. (English)
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      21 January 2003
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      Optimal filtering
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      Errors-in-variables models
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      Recursive filtering
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      Kalman filtering
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      Innovations approach
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      Cholesky factorization
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