Linear estimation of continuous-discrete linear state space models with multiplicative noise (Q1614846)

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Linear estimation of continuous-discrete linear state space models with multiplicative noise
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    Linear estimation of continuous-discrete linear state space models with multiplicative noise (English)
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    9 September 2002
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    optimal minimum variance estimation
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    linear state space models
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    multiplicative noise
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    Kalman filter
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    continuous-discrete state space models
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