A perturbation analysis of stochastic matrix Riccati diffusions (Q2179615)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A perturbation analysis of stochastic matrix Riccati diffusions |
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A perturbation analysis of stochastic matrix Riccati diffusions (English)
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13 May 2020
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Riccati matrix differential equation
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covariance matrices
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filtering
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ensemble Kalman filters
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interacting particle systems
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perturbation theory
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