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Parameter estimation and asymptotic stability in stochastic filtering - MaRDI portal

Parameter estimation and asymptotic stability in stochastic filtering (Q2507670)

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scientific article; zbMATH DE number 5060563
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English
Parameter estimation and asymptotic stability in stochastic filtering
scientific article; zbMATH DE number 5060563

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    Parameter estimation and asymptotic stability in stochastic filtering (English)
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    5 October 2006
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    nonlinear filtering
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    asymptotic stability
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    consistency of Bayesian estimators
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