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Estimation of Nonstationary Spatial Covariance Structure

✍ Scribed by David J. Nott and William T. M. Dunsmuir


Book ID
124307558
Publisher
Oxford University Press
Year
2002
Tongue
English
Weight
600 KB
Volume
89
Category
Article
ISSN
0006-3444

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Least squares estimation techniques are employed to overcome previous difficulties encountered in accurately estimating the state and measurement noise covariance parameters in linear stochastic systems. In the past accurate and rapidly converging covariance parameter estimates have been achieved wi