Parameter estimation for kalman-bucy filter with small...

Statistics 1994 / 01 Vol. 25; Iss. 4

Parameter estimation for kalman-bucy filter with small noise

Kutoyants, Yu., Pohlmann, H.
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Volume:
25
Language:
english
Journal:
Statistics
DOI:
10.1080/02331889408802455
Date:
January, 1994
File:
PDF, 394 KB
english, 1994
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