Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition (Q3783924)
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English | Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition |
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Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition (English)
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1988
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sequential decomposition
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stationary discrete-time algebraic matrix Riccati equation
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partially singular stationary filtering
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minimum error covariance matrices
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