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Results tagged with error-estimation
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user 18994
For questions about determining the error caused by specific computational procedures, approximations, or numerical representations.
3
votes
1
answer
134
views
Using kalman filter when samples don't have time index
Assume $X$ and $N$ are two sets of observations from two different normal distribution, where $X$ represents clean data and $N$ represents noise; and $A$ a projection matrix of a filter and the relati …
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