Numerically stable Kalman filter implementations for estimating linear pairwise Markov models in the presence of Gaussian noise (Q4595734)
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scientific article; zbMATH DE number 6815833
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| English | Numerically stable Kalman filter implementations for estimating linear pairwise Markov models in the presence of Gaussian noise |
scientific article; zbMATH DE number 6815833 |
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6 December 2017
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pairwise Markov model
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linear stochastic system
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optimal estimation of the state vector
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pairwise Kalman filter
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numerical example
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algorithm
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0.7538617849349976
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0.7531610727310181
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0.7531608939170837
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0.7512404322624207
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