Exact finite-dimensional filters for doubly stochastic auto-regressive processes
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Publication:4361433
DOI10.1109/9.623095zbMath0886.93064MaRDI QIDQ4361433
Vikram Krishnamurthy, Robert J. Elliott
Publication date: 12 May 1998
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.623095
93E11: Filtering in stochastic control theory
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