"On the Linear-Exponential Filtering Problem for General Gaussian Processes."

Marina L. Kleptsyna, Alain Le Breton, Michel Viot (2008)

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DOI: 10.1137/070705908

access: closed

type: Journal Article

metadata version: 2020-07-09

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Marina L. Kleptsyna, Alain Le Breton, Michel Viot:
On the Linear-Exponential Filtering Problem for General Gaussian Processes. SIAM J. Control. Optim. 47(6): 2886-2911 (2008)

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