Parameter estimation in stochastic grey-box models. (Q1428692)

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Parameter estimation in stochastic grey-box models.
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    Parameter estimation in stochastic grey-box models. (English)
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    29 March 2004
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    Grey-box models
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    Parameter estimation
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    Stochastic differential equations
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    Maximum likelihood estimation
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    Extended Kalman filter
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    Estimation with missing observations
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    Robust estimation
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    Estimation accuracy
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    Software tools
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