๐”– Bobbio Scriptorium
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On Parameter Transformations and Interval Estimation

โœ Scribed by T. J. DiCiccio


Book ID
121297013
Publisher
Oxford University Press
Year
1984
Tongue
English
Weight
994 KB
Volume
71
Category
Article
ISSN
0006-3444

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Combined filtering and parameter estimation in discrete time is studied as a nonlinear filtering problem. The measure transformation approach is used and the Zakai equation derived. Some applications are discussed. Kqwordst Discrete-time stochastic systems. Nonlinear filtering. Parameter estimation,