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Validation of state-space models from a single realization of non-Gaussian measurements - MaRDI portal

Validation of state-space models from a single realization of non-Gaussian measurements (Q3690731)

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Validation of state-space models from a single realization of non-Gaussian measurements
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    Validation of state-space models from a single realization of non-Gaussian measurements (English)
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    1985
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    linear state-space form
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    normalized Kalman filter state estimate
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    asymptotic distribution theory
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