Divergence of the stationary Kalman filter for correct and for incorrect noise variances (Q4013386)

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Divergence of the stationary Kalman filter for correct and for incorrect noise variances
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    Divergence of the stationary Kalman filter for correct and for incorrect noise variances (English)
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    27 September 1992
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    Kalman filter
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    matrix Riccati differential equation
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