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Mathematics of Kalman-Bucy filtering
P. A. Ruymgaart · Springer-Verlag
170 sayfa · 1985
Calculus / Hilbert space / Kalman filtering / Probabilities / Probability
The Kalman-Bucy filter and its behaviour with respect to smooth perturbations of the involved Wiener-Levy processes
P. A. Ruymgaart · Yayınevi bilinmiyor
153 sayfa · 1971
Brownian motion processes / Kalman filtering / Perturbation (Mathematics)