Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case (Q1640711)

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Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case
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    Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case (English)
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    14 June 2018
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    \(\mathcal{H}_2\) filtering
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    stochastic systems
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    exponential dichotomy
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