Exact formulas for optimal filtering in a nonstationary piecewise-linear problem of parameter estimation (Q750066)
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scientific article; zbMATH DE number 4174189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact formulas for optimal filtering in a nonstationary piecewise-linear problem of parameter estimation |
scientific article; zbMATH DE number 4174189 |
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Exact formulas for optimal filtering in a nonstationary piecewise-linear problem of parameter estimation (English)
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1989
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piecewise-linear
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nonstationary equation
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Gaussian uncorrelated observation errors
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recurrence equations
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sufficient statistics
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posterior characteristics
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filtering equations
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infinitely large prior variances
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0.9153814
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0.9094923
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0.9044162
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0.9027862
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0.9026934
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0.89648294
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0.8953842
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