Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems (Q1314551)

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Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems
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    Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems (English)
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    24 February 1994
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    optimal discrete-time filtering algorithm
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    observation noise
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    white Gaussian process
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    linear stochastic distributed parameter systems
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