Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering (Q2793963)

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Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
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    Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering (English)
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    17 March 2016
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    linear discrete-time stochastic systems
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    Kalman filtering
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    square-root implementation
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    filter sensitivity computation
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    maximum likelihood estimation
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    adaptive filtering
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