Use of the Kalman Filter for Inference in State-Space Models With Unknown Noise Distributions
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Publication:5273663
DOI10.1109/TAC.2003.821415zbMath1365.93509OpenAlexW1969759674WikidataQ55969205 ScholiaQ55969205MaRDI QIDQ5273663
Bryan D. Heydon, James C. Spall, John L. Maryak
Publication date: 12 July 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2003.821415
Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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