Linear estimation of boundary value stochastic processes-- Part I: The role and construction of complementary models
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Publication:3713965
DOI10.1109/TAC.1984.1103659zbMath0586.93061OpenAlexW2146599542MaRDI QIDQ3713965
Milton B. Adams, Bernard C. Levy, Alan S. Willsky
Publication date: 1984
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1984.1103659
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Model systems in control theory (93C99)
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