scientific article; zbMATH DE number 1959519

MaRDI QIDQ4416768zbMATH OpenFDO

Authors Hisashi Tanizaki

Publication date 5 August 2003

zbMATH Keywords

Gibbs samplingKalman filterlikelihood functionmeansmoothingvariance

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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