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"Symplectic Runge-Kutta methods for the Kalman-Bucy filter."

Guang-Da Hu (2008)

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DOI: 10.1093/IMAMCI/DNM015

access: closed

type: Journal Article

metadata version: 2023-06-07

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Guang-Da Hu:
Symplectic Runge-Kutta methods for the Kalman-Bucy filter. IMA J. Math. Control. Inf. 25(2): 173-183 (2008)

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