Estimation and control for linear, partially observable systems with non- Gaussian initial distribution (Q1172611)

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Estimation and control for linear, partially observable systems with non- Gaussian initial distribution
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    Estimation and control for linear, partially observable systems with non- Gaussian initial distribution (English)
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    1983
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    generalization of Kalman filters
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    non-Gaussian initial conditions
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    linear partially observed systems
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    conditional distribution
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    Zakai's equation
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