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New exact non-linear filters by large Lie algebras
Published online by Cambridge University Press: 01 July 2016
Extract
The ideas previously used (Beneš (1981)) to construct some finite-dimensional non-linear filters also yield related new filters of finite dimension with arbitrarily large bases; this is because the finite dimensionality is not destroyed by insertion of noiseless linear differential operations on the observations.
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- Applied Probability in Biology and Engineering. An ORSA/TIMS Special Interest Meeting
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- Copyright © Applied Probability Trust 1984