Analytic Derivatives for Estimation of Discrete-Time, Linear-Quadratic, Dynamic, Optimization Models (Q3820341)

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Analytic Derivatives for Estimation of Discrete-Time, Linear-Quadratic, Dynamic, Optimization Models
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    Analytic Derivatives for Estimation of Discrete-Time, Linear-Quadratic, Dynamic, Optimization Models (English)
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    1988
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    discrete-time, linear-quadratic, infinite-horizon, dynamic, optimization
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    nonlinear estimation
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    gradient algorithms
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    Kalman-filtering
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