Stochastic Processes, Estimation, and Control (Q3531271)

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Stochastic Processes, Estimation, and Control
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    Stochastic Processes, Estimation, and Control (English)
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    22 October 2008
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    Kalman filter
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    Gaussian process
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    Gauss-Markov system
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    Wiener filter
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    quadratic Gaussian control problem
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