Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations (Q970764)
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English | Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations |
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Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations (English)
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19 May 2010
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least-squares estimation
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covariance information
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uncertain observations
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conditional distribution
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signal-noise correlation
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