L2-stability of Discrete-time Kalman Filter with Random Coefficients under Incorrect Covariance (Q2859877)

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L2-stability of Discrete-time Kalman Filter with Random Coefficients under Incorrect Covariance
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    L2-stability of Discrete-time Kalman Filter with Random Coefficients under Incorrect Covariance (English)
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    19 November 2013
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    state estimation
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    stability
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    Kalman filter
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    state-space least squares
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