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On Parameter Estimation in the Presence of Noise - MaRDI portal

On Parameter Estimation in the Presence of Noise (Q3690913)

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scientific article
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On Parameter Estimation in the Presence of Noise
scientific article

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    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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