Filtering for nonlinear systems driven by nonwhite noises:an approximation scheme (Q3141174)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering for nonlinear systems driven by nonwhite noises:an approximation scheme |
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Filtering for nonlinear systems driven by nonwhite noises:an approximation scheme (English)
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21 April 1994
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Markovian representation
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Gaussian processes
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rational spectral densities
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time discretization
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nonlinear filtering problem
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