A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems (Q4311318)

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scientific article; zbMATH DE number 672208
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A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems
scientific article; zbMATH DE number 672208

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    A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems (English)
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    26 October 1994
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    uncertain-stochastic dynamic systems
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    minimax-stochastic criterion
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    filtering algorithm
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    smoothing algorithm
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