Method of construction of finite-dimensional filters for a class of stochastic differential systems (Q923037)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Method of construction of finite-dimensional filters for a class of stochastic differential systems |
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Method of construction of finite-dimensional filters for a class of stochastic differential systems (English)
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1990
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filtration
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partially observed stochastic processes
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optimal linear filter
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