Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems (Q3028841)

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Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems
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    Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems (English)
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    1987
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    Convergence of the filter gain
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    undetectable modes
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    unstable ARMA process
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