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Weiner and Kalman filters for systems with random parameters - MaRDI portal

Weiner and Kalman filters for systems with random parameters (Q3338071)

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Weiner and Kalman filters for systems with random parameters
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    Weiner and Kalman filters for systems with random parameters (English)
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    1984
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    Wiener filter
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    linear stationary optimal filtering
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    Kalman-Bucy filters
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    optimal estimates
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    equivalence principle
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