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Optimal Estimation via Nonanticipative Rate Distortion Function and Applications to Time-Varying Gauss-Markov Processes
Stavrou, Photios A; Charalambous, Themistoklis; Charalambous, Charalambos D; Loyka, Sergey. arXiv.org, Feb 10, 2017.You might have access to this document
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