Linear filtering with Ornstein-Ulhenbeck process as noise

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S-31-2-2006-P141-153.pdf (2.24 MB)

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2006-04

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Keywords

Linear filtering, Ornstein uhlenbeck process, Optimal filter, Noise, Observation equation, Optimal filter

Citation

Sadhana , v. 31, no. 2, p. 141-153

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http://hdl.handle.net/10263/5080

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Mathematics and Statistics

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