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MR2117314 (2005h:93170) 93E11 (35R60)
Zhang, Weihai; Chen, Bor-Sen; Tseng, Chung-Shi Robust $H\sb \infty$ filtering for nonlinear stochastic systems. IEEE Trans. Signal Process. 53 (2005), no. 2, part 1, 589–598.
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