Prediction error sampling procedure based on dominant Schur decomposition. Application to state estimation in high dimensional oceanic model
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Cites work
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- scientific article; zbMATH DE number 961607 (Why is no real title available?)
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- Deterministic Nonperiodic Flow
- On the design of a stable adaptive filter for state estimation in high dimensional systems
- Order reduction in linear state estimation under performance constraints
- Recursive Bayesian estimation using Gaussian sums
- Stochastic processes and filtering theory
- Updating the Inverse of a Matrix
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