Optimal linear-quadratic systems for detection and estimation (Q3826456)

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Optimal linear-quadratic systems for detection and estimation
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    Optimal linear-quadratic systems for detection and estimation (English)
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    1988
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    optimal linear-quadratic systems
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    Gaussian assumption
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    arbitrary probability distribution
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    finite fourth-order moments
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    non-Gaussian noise
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    optimal estimation
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    time-invariant
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