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A variational problem related to an optimal filter problem with self- correlated noise. (English) Zbl 0182.43903

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[4] Naum I. Akhiezer, The calculus of variations, Translated from the Russian by Aline H. Frink. A Blaisdell Book in the pure and Applied Sciences, Blaisdell Publishing Co. (A Division of Random House, Inc.), New York-London, 1962.
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