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Items for "state-space models"

Discretization error in dynamical inverse problems: one-dimensional model case

We examine nonstationary inverse problems in which the time evolution of the unknown quantity is modelled by a stochastic partial differential equation...

Keywords: Nonstationary inverse problems, state-space models, discretization error, Kalman filtering

07/2007 | Journal of Inverse and Ill-posed Problems, Walter de Gruyter