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Kalman smoothing with persistent nuisance parameters
2014 IEEE International Workshop on Machine Learning for Signal Processing (MLSP), 2014A. Aravkin +2 more
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Estimation in the Presence of Nuisance Parameters
1987We consider MVUE and median unbiased estimation in the presence of nuisance parameters. For several different situations sufficient assumptions are formulated guaranteeing that conditionality and marginalization principles lead to optimal estimators. We also discuss some related questions such as the maximality of ancillary statistics, completeness in ...
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Optimal statistical fault detection with nuisance parameters
Automatica, 2005Mitra Fouladirad, Igor V Nikiforov
exaly

