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

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scientific article; zbMATH DE number 6362916
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    Optimal state filtering of controllable systems with random structure
    scientific article; zbMATH DE number 6362916

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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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