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Consistent Estimation of Randomly Sampled Ornstein-Uhlenbeck Process Long-Run Mean for Long-Term Target State Prediction.
Leonardo Maria Millefiori
Paolo Braca
Peter Willett
Published in:
IEEE Signal Process. Lett. (2016)
Keyphrases
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long run
long term
heavy traffic
short run
randomly sampled
expected cost
ornstein uhlenbeck
short term
brownian motion
state space
control policy