A Kalman filtering technique for certain Markov chains (Q1176562)
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scientific article; zbMATH DE number 12160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Kalman filtering technique for certain Markov chains |
scientific article; zbMATH DE number 12160 |
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A Kalman filtering technique for certain Markov chains (English)
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25 June 1992
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From the authors abstract: ``An efficient decoupling Kalman filtering technique is applied to certain Markov chains with finite-dimensional stationary state-transition matrices. For optimal estimates of a Markov chain with an \(n\)-dimensional stationary state-transition matrix, the resultant computational algorithm consists of \(n-1\) simple one- dimensional recursive formulas.''.
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decoupling Kalman filtering technique
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Markov chains
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computational algorithm
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0.91361046
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0.9067824
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0.90116507
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0.8945017
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0.89331305
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0.88933134
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0.8863452
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0.8824029
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