Michel Delfour. Numerical Solution of the Operator Riccati Equation for the Filtering of Linear Stochastic Hereditary Differential Systems. In Jean Cea, editor, Optimization Techniques: Modeling and Optimization in the Service of Man, Part 2 - Proceedings, 7th IFIP Conference, Nice, September 8-12, 1975. Volume 41 of Lecture Notes in Computer Science, pages 700-719, Springer, 1975.
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