Abstract
In this chapter, we consider the problem of constructing the optimal (in the mean square sense) estimate of an arbitrary partially observable Gaussian stochastic process from its observations with delay.
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© 2015 Springer International Publishing Switzerland
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Shaikhet, L. (2015). Optimal Estimation. In: Optimal Control of Stochastic Difference Volterra Equations. Studies in Systems, Decision and Control, vol 17. Springer, Cham. https://doi.org/10.1007/978-3-319-13239-6_5
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DOI: https://doi.org/10.1007/978-3-319-13239-6_5
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-13238-9
Online ISBN: 978-3-319-13239-6
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