Robust hidden Markov LQG problems (Q602973)
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scientific article; zbMATH DE number 5810917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust hidden Markov LQG problems |
scientific article; zbMATH DE number 5810917 |
Statements
Robust hidden Markov LQG problems (English)
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5 November 2010
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hidden Markov models
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misspecification
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Kalman filter
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robustness
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entropy
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certainty equivalence
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