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Multiple Model Filtering in the Presence of Gaussian Mixture Measurement Noises

โœ Scribed by Yong-an ZHANG; Di ZHOU; Guang-ren DUAN


Book ID
114335400
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
210 KB
Volume
17
Category
Article
ISSN
1000-9361

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โœ Leszek Plaskota ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 266 KB

We consider the average case L -approximation of functions from C r ([0, 1]) with respect to the r-fold Wiener measure. An approximation is based on n function evaluations in the presence of Gaussian noise with variance \_ 2 >0. We show that the n th minimal average error is of order n &(2r+1)ร‚(4r+4