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Approximation approach for nonlinear filtering problem with time dependent noises. I. Conditionally optimal filter in the minimum mean square sense

S. Hoang, T. L. Nguyen, R. Baraille, O. Talagrand. Approximation approach for nonlinear filtering problem with time dependent noises. I. Conditionally optimal filter in the minimum mean square sense. Kybernetika, 33(4):409-425, 1997. [doi]

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