Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise (Q3360765)

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Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise
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    Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise (English)
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    1991
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    nonlinear filtering
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    Kalman filter
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    linearization of stochastic systems
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    stochastic differentiation techniques
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