Optimal Filtering of Continuous-Time Stationary Processes by Means of the Backward Innovation Process
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Publication:4050466
DOI10.1137/0312058zbMath0296.93038OpenAlexW2090645496MaRDI QIDQ4050466
Publication date: 1974
Published in: SIAM Journal on Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c6b78fe047a792a3eba856730eb7aa90d39ce8ca
Estimation and detection in stochastic control theory (93E10) Model systems in control theory (93C99)
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