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scientific article; zbMATH DE number 1172231
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An identification problem for partially observed infinite dimensional linear stochastic systems
scientific article; zbMATH DE number 1172231

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    An identification problem for partially observed infinite dimensional linear stochastic systems (English)
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    16 February 1999
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    infinite-dimensional systems
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    optimization
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    linear stochastic system
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    identification
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    minimization problem
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    existence of an optimum
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    finite dimensional approximation
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