Weiner and Kalman filters for systems with random parameters
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Publication:3338071
DOI10.1109/TAC.1984.1103581zbMath0546.93070MaRDI QIDQ3338071
Publication date: 1984
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
equivalence principle; Wiener filter; optimal estimates; Kalman-Bucy filters; linear stationary optimal filtering
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
93C05: Linear systems in control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
93E20: Optimal stochastic control
93C99: Model systems in control theory
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