scientific article; zbMATH DE number 3978960
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nonlinear discrete-time Wiener-tpye least-squares prediction filters realizationnormal equation for nonlinear prediction
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)
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