Nonparametric state estimation of diffusion processes (Q4419413)
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scientific article; zbMATH DE number 1963486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric state estimation of diffusion processes |
scientific article; zbMATH DE number 1963486 |
Statements
Nonparametric state estimation of diffusion processes (English)
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13 August 2003
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Kalman filter
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state estimation
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state space model
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diffusion processes
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