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In this letter, we study the problem of estimating the long-run mean of the Ornstein–Uhlenbeck (OU) stochastic process and its effect on the long-term prediction of future vessel states, which is a crucial problem for Maritime Situational Awareness (MSA). We employ a sample mean estimator (SME) to estimate the key OU parameter from the observations, computing the closed-form SME covariance error in...
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