The Kalman-Bucy filter in the guaranteed estimation problem (Q4302770)

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scientific article; zbMATH DE number 622228
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The Kalman-Bucy filter in the guaranteed estimation problem
scientific article; zbMATH DE number 622228

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    The Kalman-Bucy filter in the guaranteed estimation problem (English)
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    4 April 1995
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    least squares method
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    optimal guaranteed a priori estimation problem
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    Kalman-Bucy filter
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