Damiano Brigo; Bernard Hanzon and François LeGland (Filtering Problem (Stochastic Processes) Filtering Problem (Stochastic Processes))

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Time Complexity

$O(n^{2.{4}5} \log n)$

Space Complexity

words

()

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1998

Reference

https://ieeexplore.ieee.org/abstract/document/661075

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