Connection between continuous and discrete Riccati equations with applications to kalman filtering (Q3778654)

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Connection between continuous and discrete Riccati equations with applications to kalman filtering
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    Connection between continuous and discrete Riccati equations with applications to kalman filtering (English)
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    1988
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    continuous-time Riccati equation
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    discrete equation
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    sampling
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    delta operator
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    Kalman filtering
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