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Robust filtering and smoothing with Gaussian processes. (English) Zbl 1369.93678

Editorial remark: No review copy delivered.

MSC:

93E14 Data smoothing in stochastic control theory
60G15 Gaussian processes
62F15 Bayesian inference
93E11 Filtering in stochastic control theory
94A12 Signal theory (characterization, reconstruction, filtering, etc.)
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