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Addenda to "A Variational Problem Related to an Optimal Filter Problem with Self-Correlated Noise"
1971
Transactions of the American Mathematical Society
Preserved Fulltext
The explicit solution is given of a nonclassical variational problem that is related to an optimal filter problem.
doi:10.2307/1995863
fatcat:wrfxrhl5c5dwhepl2swwavgqr4