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Stochastic differential equations / Signal processing / Estimation theory / Filtering problem / Wiener process / Kalman filter / Optimal control / Statistics / Stochastic processes / Control theory


6. KALMAN-BUCY FILTER 6.1. Motivation and preliminary. As was shown in Lecture 2, the optimal control is a function of all coordinates of
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Document Date: 2002-11-22 23:37:29


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