Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation (Q1659558)

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Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation
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    Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation (English)
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    22 August 2018
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    Kalman-Bucy filter
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    infinite-dimensional systems
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    boundary control systems
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    temporal discretization
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    sampled data
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