Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.) (Q3924075)

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Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.)
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    Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.) (English)
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    1981
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    asymptotic stability
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    linear filter
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    uncertain observations
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    sufficient conditions
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    optimal minimum mean-square error
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    disrete linear systems
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    estimator
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    steady-state optimal filter
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