A state estimation algorithm for linear systems driven simultaneously by Wiener and Poisson processes (Q3941294)

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A state estimation algorithm for linear systems driven simultaneously by Wiener and Poisson processes
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    A state estimation algorithm for linear systems driven simultaneously by Wiener and Poisson processes (English)
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    1982
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    state estimation
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    linear stochastic systems
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    white noise
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    Poisson noise
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    nonlinear, suboptimal smoothing algorithm
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