An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization (Q1000785)
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English | An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization |
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An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization (English)
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10 February 2009
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Kalman filter
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inequality constrained systems
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state estimation
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function estimation
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interior point applications
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