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Stability of optimal filter higher-order derivatives - MaRDI portal

Stability of optimal filter higher-order derivatives (Q2186650)

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Stability of optimal filter higher-order derivatives
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    Stability of optimal filter higher-order derivatives (English)
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    9 June 2020
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    state-space models
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    optimal filter
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    optimal filter higher-order derivatives
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    forgetting of initial conditions
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    geometric ergodicity
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    log-likelihood
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