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Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations - MaRDI portal

Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations (Q970764)

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scientific article; zbMATH DE number 5709308
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English
Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations
scientific article; zbMATH DE number 5709308

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    Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations (English)
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    19 May 2010
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    least-squares estimation
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    covariance information
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    uncertain observations
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    conditional distribution
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    signal-noise correlation
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