On the Linear-Exponential Filtering Problem for General Gaussian Processes (Q3648547)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Linear-Exponential Filtering Problem for General Gaussian Processes |
scientific article |
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On the Linear-Exponential Filtering Problem for General Gaussian Processes (English)
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27 November 2009
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Gaussian process
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optimal filtering
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Riccati-Volterra equation, risk- sensitive filtering
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exponential criteria
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