Sampling-free linear Bayesian update of polynomial chaos representations (Q385895)

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scientific article; zbMATH DE number 6237754
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    Sampling-free linear Bayesian update of polynomial chaos representations
    scientific article; zbMATH DE number 6237754

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      Sampling-free linear Bayesian update of polynomial chaos representations (English)
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      12 December 2013
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      minimum squared error estimate
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      minimum variance estimate
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      polynomial chaos expansion
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      linear Bayesian update
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      Kalman filter
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