Time‐variant linear optimal finite impulse response estimator for discrete state‐space models (Q4908470)
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scientific article; zbMATH DE number 6141812
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English | Time‐variant linear optimal finite impulse response estimator for discrete state‐space models |
scientific article; zbMATH DE number 6141812 |
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Time‐variant linear optimal finite impulse response estimator for discrete state‐space models (English)
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6 March 2013
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optimal FIR estimator
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time-varying model
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filtering
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prediction
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smoothing
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