The Filtering Problem

  • Bernt Øksendal
Part of the Universitext book series (UTX)

Abstract

Problem 3 in the introduction is a special case of the following general filtering problem:

Keywords

Covariance Lution Vica 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1995

Authors and Affiliations

  • Bernt Øksendal
    • 1
  1. 1.Department of MathematicsUniversity of OsloBlindern, OsloNorway

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