On Parameter Estimation in the Presence of Noise (Q3690913)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Parameter Estimation in the Presence of Noise |
scientific article |
Statements
On Parameter Estimation in the Presence of Noise (English)
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1985
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first-order autoregressive process
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Riccati equations of filtering
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Radon-Nikodym derivatives
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closed-form expressions
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independent Wiener processes
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