Applicability of Kalman filtering theory to identification of time series with non-stationary covariance structures (Q3826464)
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scientific article; zbMATH DE number 4101075
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| English | Applicability of Kalman filtering theory to identification of time series with non-stationary covariance structures |
scientific article; zbMATH DE number 4101075 |
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Applicability of Kalman filtering theory to identification of time series with non-stationary covariance structures (English)
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1989
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stability
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optimality
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Kalman filter
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non-stationary identifier
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0.8167604804039001
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0.7981902360916138
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0.7960870265960693
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