A finite-dimensional filter for hybrid observations (Q4400254)
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scientific article; zbMATH DE number 1182014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite-dimensional filter for hybrid observations |
scientific article; zbMATH DE number 1182014 |
Statements
A finite-dimensional filter for hybrid observations (English)
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7 April 1999
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VAR(1) type process
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Markov chain
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conditional density distribution
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filtering
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estimation
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