Convergence of discrete-time Kalman filter estimate to continuous time estimate (Q2807884)

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scientific article; zbMATH DE number 6585062
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    Convergence of discrete-time Kalman filter estimate to continuous time estimate
    scientific article; zbMATH DE number 6585062

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      Convergence of discrete-time Kalman filter estimate to continuous time estimate (English)
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      25 May 2016
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      Kalman filter
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      infinite dimensional systems
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      temporal discretisation
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      sampled data
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