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Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations.
Daniel Liberzon
Roger W. Brockett
Published in:
SIAM J. Control. Optim. (2000)
Keyphrases
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spectral analysis
stochastic differential equations
autoregressive
computer vision
image segmentation
dynamic programming
speech signal
maximum a posteriori estimation