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Estimate accuracy versus measurement cost saving in continuous time linear filtering problems.

Carlo BruniGiorgio KochFederico Papa
Published in: J. Frankl. Inst. (2013)
Keyphrases
  • linear filtering
  • cost savings
  • computational cost
  • high accuracy
  • maximum likelihood
  • np complete
  • dynamical systems
  • pattern recognition
  • state space
  • stochastic processes
  • measurement error