Direct solution to the general reduced-order stochastic observation problem (Q3751493)

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Direct solution to the general reduced-order stochastic observation problem
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    Direct solution to the general reduced-order stochastic observation problem (English)
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    1987
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    stochastic optimal state observation problem
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    differentiation- transformation scheme
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    reduced-order model
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    minimum-order full-state estimator
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    singular Kalman filtering
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    time-invariant
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    continuous-time
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