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Bayesian state estimation on finite horizons: the case of linear state-space model - MaRDI portal

Bayesian state estimation on finite horizons: the case of linear state-space model (Q1679838)

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scientific article; zbMATH DE number 6810836
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Bayesian state estimation on finite horizons: the case of linear state-space model
scientific article; zbMATH DE number 6810836

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    Bayesian state estimation on finite horizons: the case of linear state-space model (English)
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    22 November 2017
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    state estimation
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    finite impulse response
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    optimal estimation
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    maximum likelihood
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    robustness
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