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