On the structure of state-space models for discrete-time stochastic vector processes (Q3325604)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the structure of state-space models for discrete-time stochastic vector processes |
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On the structure of state-space models for discrete-time stochastic vector processes (English)
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1984
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geometric approach
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Kalman filter
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stochastic realization
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discrete-time stationary vector processes
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