A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems (Q901220)

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A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
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    A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems (English)
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    23 December 2015
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    optimal filtering
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    state estimation
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    input estimation
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    filter stability
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    recursive filter
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