Optimal state filtering of controllable systems with random structure (Q465293)

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Optimal state filtering of controllable systems with random structure
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    Optimal state filtering of controllable systems with random structure (English)
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    31 October 2014
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    optimal filtering
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    stochastic differential systems with random structure
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    Markov jump processes
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    Fokker-Planck-Kolmogorov equations
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    Zakai equations
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