Approximation of the Zakai Equation for Nonlinear Filtering
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Publication:4876721
DOI10.1137/S0363012993254783zbMath0847.93061MaRDI QIDQ4876721
Publication date: 4 June 1996
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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