STABLE ALGORITHMS FOR THE STATE SPACE MODEL (Q5751914)
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scientific article; zbMATH DE number 4187073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STABLE ALGORITHMS FOR THE STATE SPACE MODEL |
scientific article; zbMATH DE number 4187073 |
Statements
STABLE ALGORITHMS FOR THE STATE SPACE MODEL (English)
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1991
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stable algorithms
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stochastic state space model
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Kalman filter
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square root filtering
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missing values
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singular innovation covariance matrices
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