NOTE ON THE KALMAN FILTER WITH ESTIMATED PARAMETERS (Q3734931)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NOTE ON THE KALMAN FILTER WITH ESTIMATED PARAMETERS |
scientific article |
Statements
NOTE ON THE KALMAN FILTER WITH ESTIMATED PARAMETERS (English)
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1985
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state space form
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strong consistency
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Gaussian stationary processes
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identifiability
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State estimation
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prediction
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Stability
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Kalman filter
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asymptotic properties
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