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Journal: MathematicsVolume: 8Number: 506
Article: Optimal Filtering of Markov Jump Processes Given Observations with State-Dependent Noises: Exact Solution and Stable Numerical Schemes
  • Authors:
  • Andrey Borisov 1,* and
  • Igor Sokolov 2
Link: https://www.mdpi.com/2227-7390/8/4/506

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