A conditionally almost linear filtering problem with non-gaussian initial condition<sup>∗</sup> (Q3782530)
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English | A conditionally almost linear filtering problem with non-gaussian initial condition<sup>∗</sup> |
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A conditionally almost linear filtering problem with non-gaussian initial condition<sup>∗</sup> (English)
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1988
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finite-dimensional filters
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filtering problems
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correlation between the signal and the observation noise
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