Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition (Q3783924)

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Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition
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    Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition (English)
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    1988
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    sequential decomposition
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    stationary discrete-time algebraic matrix Riccati equation
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    partially singular stationary filtering
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    minimum error covariance matrices
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