On a partially observable LQG problem for systems with Markovian jumping parameters (Q1101406)
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scientific article
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English | 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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