Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods (Q766056)

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scientific article; zbMATH DE number 6018014
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    Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods
    scientific article; zbMATH DE number 6018014

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      Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods (English)
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      23 March 2012
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      linear discrete stochastic systems
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      discrete Kalman filter
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      parametric identification
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