Accuracy bounds for the solution of the linear optimal filtering problem in the presence of colored noise in the observations
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Publication:1324107
DOI10.1007/BF01128354zbMath0805.93055MaRDI QIDQ1324107
Publication date: 19 October 1994
Published in: Computational Mathematics and Modeling (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Existence of optimal solutions to problems involving randomness (49J55)
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