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Original Articles

Kalman-Bucy filtering for stochastic Volterra models

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Pages 435-456 | Received 25 Nov 1993, Published online: 10 May 2007
 

Abstract

In this paper a suboptimization procedure is formulated for Volterra-type equations by using the Kalman-Bucy filtering theory. The Volterra-type systems are, in general, of a time-varying and non-convolution nature, but we include the time-invariant and convolution cases

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