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Minimum variance unbiased estimation based on bootstrap iterations

โœ Scribed by Kenny Y. F. Chan; Stephen M. S. Lee; Kai W. Ng


Publisher
Springer US
Year
2006
Tongue
English
Weight
419 KB
Volume
16
Category
Article
ISSN
0960-3174

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โœ Peter K. Kitanidis ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 366 KB

A method is developed for linear estimation in the presence of unknown or highly non-Gaussian system inputs. The state update is determined so that it is unaffected by the unknown inputs. The filter may not be globally optimum in the mean square error sense. However, it performs well when the unknow