Optimal quadratic filtering of linear discrete-time non-Gaussian systems (Q4850263)

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scientific article; zbMATH DE number 803589
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Optimal quadratic filtering of linear discrete-time non-Gaussian systems
scientific article; zbMATH DE number 803589

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    Optimal quadratic filtering of linear discrete-time non-Gaussian systems (English)
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    2 May 1996
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    polynomial state estimate
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    geometric approach
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    linear
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    discrete-time
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    non-Gaussian
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    second-order polynomial transformations
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