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    IEEE
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    On the linear-exponential filtering problem for general Gaussian processes
    14 years 3 months ago
    On the linear-exponential filtering problem for general Gaussian processes
    Download  subaru.univ-lemans.fr
    The explicit solution of the filtering problem with exponential criteria for a general Gaussian signal is obtained through an approach which is based on a conditional Cameron-Mart...
    Marina L. Kleptsyna, Alain Le Breton, Michel Viot
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