Decomposition method for solving kalman filter gains in singularly perturbed systems (Q4694152)

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scientific article; zbMATH DE number 218410
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Decomposition method for solving kalman filter gains in singularly perturbed systems
scientific article; zbMATH DE number 218410

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    Decomposition method for solving kalman filter gains in singularly perturbed systems (English)
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    17 August 1993
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    Kalman filter
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    singularly perturbed systems
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    Chang transformation
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    numerical example
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