๐”– Bobbio Scriptorium
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A model for electrophoresis of polymers with impurities: Exact distribution for a steady state

โœ Scribed by Z. Toroczkai; R.K.P. Zia


Book ID
118409010
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
448 KB
Volume
217
Category
Article
ISSN
0375-9601

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The exact likelihood for a state space m
โœ J. Casals; S. Sotoca ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 547 KB

In this work, we derive exact and approximate expressions for the conditional mean and variance of the initial state of a state space model, allowing for unit roots and stochastic inputs. These results provide adequate initial conditions to compute the exact likelihood using the Kalman filter. The e