New design of estimators using covariance information with uncertain observations in linear discrete-time systems (Q1856001)

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New design of estimators using covariance information with uncertain observations in linear discrete-time systems
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    New design of estimators using covariance information with uncertain observations in linear discrete-time systems (English)
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    28 January 2003
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    linear discrete-time systems
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    recursive estimation
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    covariance information
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    stochastic processes
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    filtering
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    factorization
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    Wiener-Hopf equation
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