Estimation of the disturbance structure from data using semidefinite programming and optimal weighting (Q1000801)

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Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
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    Estimation of the disturbance structure from data using semidefinite programming and optimal weighting (English)
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    10 February 2009
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    state estimation
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    covariance estimation
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    minimum independent disturbances
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    minimum variance estimation
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    semidefinite programming
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