Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering

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Publication:5518903


DOI10.1137/0302028zbMath0143.19004MaRDI QIDQ5518903

W. Murray Wonham

Publication date: 1965

Published in: Journal of the Society for Industrial and Applied Mathematics Series A Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0302028



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