State Estimation and Control of Conditionally Linear Systems (Q3728784)

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scientific article; zbMATH DE number 3961474
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    State Estimation and Control of Conditionally Linear Systems
    scientific article; zbMATH DE number 3961474

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      State Estimation and Control of Conditionally Linear Systems (English)
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      1986
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      optimal filter
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      partially observable stochastic system
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      non-Gaussian initial distribution
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      conditional characteristic function
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      separation principle
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      linear-quadratic control
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