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Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models

Niclas Bergman, Arnaud Doucet, Neil Gordon

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Source: Crossref

Published: Mar 1, 2001

DOI: 10.1023/a:1017920621802

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Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models — Mathematical Frontier Network