Linear Kalman-Bucy filter with autoregressive signal and noise (Q2289236)

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scientific article; zbMATH DE number 7159148
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    Linear Kalman-Bucy filter with autoregressive signal and noise
    scientific article; zbMATH DE number 7159148

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      Linear Kalman-Bucy filter with autoregressive signal and noise (English)
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      28 January 2020
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      Kalman
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      Bucy filter
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      autoregressive processes of high order
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