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Numerically robust implementation of multiple-model algorithms

IFAC Proceedings Volumes, 1999
Abstract Standard implementation of multiple-model (MM) estimation algorithms may suffer from numerical problems, especially numerical underflows, which occur when the true model is vastly different from one or more models used in the algorithm. This may be devastating to the performance of the MM algorithm. numerically robust implementations of some
X. Li, Youmin Zhang
semanticscholar   +2 more sources

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