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MR2468897 (2010a:60149) 60G35 (60H10 62M10 62M15 62M20 93E10 93E11)
Speyer, Jason L.; Chung, Walter H. Stochastic processes, estimation, and control. Advances in Design and Control, 17. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2008. xiv+383 pp. ISBN: 978-0-898716-55-9
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