A unified solution to the singular and nonsingular linear minimum-variance estimation problem (Q3786376)

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A unified solution to the singular and nonsingular linear minimum-variance estimation problem
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    A unified solution to the singular and nonsingular linear minimum-variance estimation problem (English)
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    1988
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    transfer function matrix
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    minimum-variance estimator
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    linear continuous- time system
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    Kalman-Bucy filter
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    spectral factorization
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    time-invariant
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    continuous-time
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