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Subchapters-> kalman itrsmo AffineKbs

Current Chapters-> fourier kalman_bucy filter mlmode_filter arcov fspec dpss wavelet iwavelet fnbut fncheb fnbpole fncpole fn2cbp fn2clp fc2dig fn2dbp fn2dlp

Parent Chapters-> Omatrix6 filtering kalman_bucy

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Kalman-Bucy Filtering and Smoothing
Contents

kalman	Advancing A Linear Kalman-Bucy Filter One Step At a Time
itrsmo	Nonlinear Kalman-Bucy Filtering And Smoothing
AffineKbs	The Affine Kalman Bucy Smoother and Marginal Likelihood