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Robust Bayesian hypothesis testing in the presence of nuisance parameters

✍ Scribed by James Berger; Julia Mortera


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
465 KB
Volume
40
Category
Article
ISSN
0378-3758

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Stabilization of linear systems in state space in the presence of parametric perturbations is considered. The perturbed system is represented by a matrix differential equation with the elements of the matrices given by Gaussian processes with known mean and covariance. Using methods from stochastic