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