Dynamical linear model includes state space model and system equation on the basis of stochastic chain ladder.

动态线性模型在随机链梯法的基础上构建了状态方程和测量方程。

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In this paper a linear estimation problem for a stochastic process which is viewed as the output signal of a linear second-order vector difference equation driven by a white-noise input is considered.

本文考虑在白噪声输入情况下，二阶向量差分方程随机输出信号的滤波估计问题。

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