Linear Kalman-Bucy filter with vector autoregressive signal and noise (Q2038522)

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Linear Kalman-Bucy filter with vector autoregressive signal and noise
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    Linear Kalman-Bucy filter with vector autoregressive signal and noise (English)
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    7 July 2021
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    Kalman-Bucy filter
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    vector autoregressive stationary process of high order
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