On a partially observable LQG problem for systems with Markovian jumping parameters (Q1101406)

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On a partially observable LQG problem for systems with Markovian jumping parameters
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    On a partially observable LQG problem for systems with Markovian jumping parameters (English)
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    1988
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    partial observations
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    LQG problem
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    Markovian jumping parameters
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    nonlinear filtering
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