State estimation of stochastic singular linear systems: convergence and stability (Q4693337)

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scientific article; zbMATH DE number 205294
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State estimation of stochastic singular linear systems: convergence and stability
scientific article; zbMATH DE number 205294

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    State estimation of stochastic singular linear systems: convergence and stability (English)
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    13 April 1994
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    least-squares estimation
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    Riccati equations
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