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Parameter Uncertainty in the Kalman--Bucy Filter (2019)

First Author: Allan A

Attributed to: Unparameterised multi-modal data, high order signatures, and the mathematics of data science funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/18m1167693

Publication URI: http://dx.doi.org/10.1137/18m1167693

Type: Journal Article/Review

Parent Publication: SIAM Journal on Control and Optimization

Issue: 3