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Recursive Bayesian estimation under memory limitation. (English) Zbl 0721.62031
A new approach is considered to the approximation of recursive Bayes estimation schemes for models without linearity and normality. The posterior probability density of the unknown parameter is evaluated by probabilistic tools because this density is interpreted as uncertain. From a philosophical point of view such interpretation is questionable.

62F15 Bayesian inference
62B10 Statistical aspects of information-theoretic topics
62E17 Approximations to statistical distributions (nonasymptotic)
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