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A linear filtering problem in complete correlated actions - MaRDI portal

A linear filtering problem in complete correlated actions (Q1145939)

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scientific article; zbMATH DE number 3698103
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English
A linear filtering problem in complete correlated actions
scientific article; zbMATH DE number 3698103

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    A linear filtering problem in complete correlated actions (English)
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    1979
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    extrapolation theory
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    exact intertwining dilations
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    multivariate filtering theory
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    estimator given by the prior statistics
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