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A view of three decades of linear filtering theory. (English) Zbl 0307.93040


MSC:

93E10 Estimation and detection in stochastic control theory
93C05 Linear systems in control theory
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
93-04 Software, source code, etc. for problems pertaining to systems and control theory
01A65 Development of contemporary mathematics
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