Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations (Q970764)
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scientific article; zbMATH DE number 5709308
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| English | Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations |
scientific article; zbMATH DE number 5709308 |
Statements
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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0.862526535987854
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0.8506572842597961
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0.8204596638679504
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