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Lectures on nonlinear filtering and stochastic control

I. Main Lectures

Part of the Lecture Notes in Mathematics book series (LNMCIME,volume 972)

Keywords

  • Kalman Filter
  • Stochastic Control
  • Conditional Statistic
  • Weyl Algebra
  • Stochastic Partial Differential Equation

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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© 1982 Spring-Verlag

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Mitter, S.K. (1982). Lectures on nonlinear filtering and stochastic control. In: Mitter, S.K., Moro, A. (eds) Nonlinear Filtering and Stochastic Control. Lecture Notes in Mathematics, vol 972. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064862

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  • DOI: https://doi.org/10.1007/BFb0064862

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