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  • Applications
    Robert S. Liptser; A.B. Aries; Albert N. Shiryaev
    978-3-662-10028-8
    2001
    Edition 2
    • In the second edition, two new subsections devoted to the Kalman filter under wrong initial conditions, and a new chapter on asymptotically optimal filtering under diffusion approximation have been added
    • Moreover in each chapter a comment is added about the progress of recent years

    €260

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