Linear and non-linear filters for linear, but not gaussian processes† (Q3315411)
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scientific article; zbMATH DE number 3845475
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| English | Linear and non-linear filters for linear, but not gaussian processes† |
scientific article; zbMATH DE number 3845475 |
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Linear and non-linear filters for linear, but not gaussian processes† (English)
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1984
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observable process
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nonlinear filter
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innovation process
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0.8160228133201599
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0.8060200214385986
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