Kalman Filtering with Random Coefficients and Contractions (Q3138076)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman Filtering with Random Coefficients and Contractions |
scientific article |
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Kalman Filtering with Random Coefficients and Contractions (English)
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13 April 1994
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Kalman filter
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Riccati equation
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Riccati transformation
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stochastic stationary parameters
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