Stochastic differential equations and application of the Kalman-Bucy filter in the modeling of RC circuit
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Publication:3577401
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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