On the Reference Probability Approach to the Equations of Non-Linear Filtering (Q3746591): Difference between revisions

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+https://doi.org/10.1080/17442508608833421
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+W2086224005
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@@ Property / cites work @@
+On the optimal filtering of diffusion processes
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+A lower bound on the estimation error for certain diffusion processes
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+An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods
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