Covariance and correlation matrices of an optimal stochastic system (Q1909179)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance and correlation matrices of an optimal stochastic system |
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Covariance and correlation matrices of an optimal stochastic system (English)
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18 March 1996
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stochastic dynamic system
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orthogonal projection lemma
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correlation and covariance matrices of filter estimators
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