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Showing 1 to 1 of 1 for “"Mis-Spezifizierung statistischer Modelle"”.
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Towards robust inference for Bayesian filtering of linear Gaussian dynamical systems subject to additive change
… of noise terms. We investigate fallacy in mis-specification of the noise terms, that is signal noise and observation noise, regarding heavy tailedness in that the true dynamic frequently produces observation outliers or abrupt jumps of the signal state due to realizations of these heavy …