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Polynomial solution of 2D Kalman-Bucy filtering problem - MaRDI portal

Polynomial solution of 2D Kalman-Bucy filtering problem (Q4030738)

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Polynomial solution of 2D Kalman-Bucy filtering problem
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    Polynomial solution of 2D Kalman-Bucy filtering problem (English)
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    1 April 1993
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    Kalman-Bucy filtering
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    polynomial methods
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    optimal filter
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