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An algorithm for tracking a random walk with unknown drift

Jean Luc Le Calvez, Bernard Delyon, Anatoli Juditsky. An algorithm for tracking a random walk with unknown drift. In Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98, Seattle, Washington, USA, May 12-15, 1998. pages 2177-2180, IEEE, 1998. [doi]

Authors

Jean Luc Le Calvez

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Bernard Delyon

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Anatoli Juditsky

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