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A DYNAMIC PROGRAMMING MODEL FOR OPTIMAL OBSERVATIONS OF A DISCRETE TIME LINEAR STOCHASTIC PROCESS

✍ Scribed by Pliska, Stanley R.


Book ID
115209130
Publisher
Wiley (Blackwell Publishing)
Year
1974
Tongue
English
Weight
402 KB
Volume
16
Category
Article
ISSN
0004-9581

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Properties of conditional expectation and metric projection for multivariate symmetric stable distributions are studied. Linear filtering, smoothing, and prediction problems for a discrete time stable linear model with constant coefficients are solved. (C) 1994 Academic Press, Inc.