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scientific article; zbMATH DE number 480272
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| English | No label defined |
scientific article; zbMATH DE number 480272 |
Statements
1 May 1995
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correlated state and observation noises
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asymptotic analysis of the estimates
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state estimation
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Kalman filtering
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discrete-time linear systems
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non-Gaussian initial conditions
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Girsanov transformation
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0.91237473487854
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0.9112517237663268
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