<--- Back to Details
First PageDocument Content
Control theory / Normal distribution / Filtering problem / Itō diffusion / Kalman filter / Statistics / Stochastic differential equations / Estimation theory
Date: 2011-11-29 06:50:39
Control theory
Normal distribution
Filtering problem
Itō diffusion
Kalman filter
Statistics
Stochastic differential equations
Estimation theory

Fast Continuous-Discrete DAF-Filters Thomas Mazzoni Diskussionsbeitrag Nr. 445 November[removed]Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft

Add to Reading List

Source URL: www.fernuni-hagen.de

Download Document from Source Website

File Size: 1,60 MB

Share Document on Facebook

Similar Documents

8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori

8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori

DocID: 1rrfB - View Document

Decreasing energy functions for some cellular automata E. Goles * Department of Mathematics Engineering School University of Chile

Decreasing energy functions for some cellular automata E. Goles * Department of Mathematics Engineering School University of Chile

DocID: 1gG9I - View Document

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Volume 33, Number 4, April 2013 doi:dcdspp. 1603–1614

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Volume 33, Number 4, April 2013 doi:dcdspp. 1603–1614

DocID: 1gBG7 - View Document

The asymptotic behavior of a family of sequences .. P. Erdos Hungarian Academy of Sciences Budapest, Hungary A. Hildebrand *

The asymptotic behavior of a family of sequences .. P. Erdos Hungarian Academy of Sciences Budapest, Hungary A. Hildebrand *

DocID: 1goNY - View Document

Empirical and multiplier bootstrap for suprema of empirical processes of increasing complexity, and related Gaussian couplings. Victor Chernozhukova , Denis Chetverikovb , Kengo Katoc a

Empirical and multiplier bootstrap for suprema of empirical processes of increasing complexity, and related Gaussian couplings. Victor Chernozhukova , Denis Chetverikovb , Kengo Katoc a

DocID: 1gojH - View Document