Parameter uncertainty in stochastic filtering
<p>In standard treatments of stochastic filtering one first requires the various parameters of the model. Simply running a filter with estimated parameters without considering the reliability of this estimate does not take into account this additional source of statistical uncertainty. We prop...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2019
|