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"Long-Time Stability and Accuracy of the Ensemble Kalman-Bucy Filter for ..."
Jana de Wiljes, Sebastian Reich, Wilhelm Stannat (2018)
- Jana de Wiljes
, Sebastian Reich
, Wilhelm Stannat
:
Long-Time Stability and Accuracy of the Ensemble Kalman-Bucy Filter for Fully Observed Processes and Small Measurement Noise. SIAM J. Appl. Dyn. Syst. 17(2): 1152-1181 (2018)

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