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MR1323178 (96h:93001) 93-02 (60J10 62M05 93E03 94A12)
Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B. Hidden Markov models. Estimation and control. Applications of Mathematics (New York), 29. Springer-Verlag, New York, 1995. xii+361 pp. ISBN: 0-387-94364-1
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