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Nonlinear Filtering Via Generalized Edgeworth Series and Gauss-Hermite Quardrature.

Challa, S Shalom, Y. Bar Krishnamurthy, V

Nonlinear Filtering Via Generalized Edgeworth Series and Gauss-Hermite Quardrature. - 1816-1819 p.

Subjects--Topical Terms:
Fokker-Planck-Kolmogorov Equation (Fpke)
Nonlinear Filters

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