On covariance propagation using matrix continued fractions (Q4198421)

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scientific article; zbMATH DE number 3639536
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On covariance propagation using matrix continued fractions
scientific article; zbMATH DE number 3639536

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    On covariance propagation using matrix continued fractions (English)
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    1979
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    matrix continued fractions
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    covariance propagation
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    approximations
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    discrete systems
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    linear filtering
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    numerical analysis
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    matrix theory
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