\( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters (Q2689632)
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scientific article; zbMATH DE number 7662531
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| English | \( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters |
scientific article; zbMATH DE number 7662531 |
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\( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters (English)
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13 March 2023
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hidden Markov model
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multiplicative noise in observations
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smoothing on fixed observation interval
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\( \mathcal{L}_1\)-optimal estimate
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EM algorithm
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0.8030004501342773
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0.7783486247062683
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0.76450115442276
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0.7594612240791321
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