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Publication:4003647
zbMath0797.93047MaRDI QIDQ4003647
Publication date: 23 January 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kalman filteringstochastic dynamical systemscontinuous-time modelsquadratic cost functionslinear-quadratic Gaussian problemcontrolled Markov processes
Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)
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