Robust state estimation for uncertain discrete-time stochastic systems with missing measurements (Q2276133)

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scientific article; zbMATH DE number 5934565
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    Robust state estimation for uncertain discrete-time stochastic systems with missing measurements
    scientific article; zbMATH DE number 5934565

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      Robust state estimation for uncertain discrete-time stochastic systems with missing measurements (English)
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      1 August 2011
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      recursive state estimation
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      sensitivity penalization
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      data missing
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      Riccati equation
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      convergence property
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