Simple method for solving the constant gains of Kalman filters with single output (Q3762212)

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Simple method for solving the constant gains of Kalman filters with single output
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    Simple method for solving the constant gains of Kalman filters with single output (English)
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    1987
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    calculation of the optimal gains
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    steady-state Kalman filters
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    continuous-and discrete-time systems with single output
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    continuous-time
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