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zbMath0761.60038MaRDI QIDQ4021999

Publication date: 17 January 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

representation theorem innovation process filtering problem Krein- Bellman equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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