On partially augmented observers for systems with coloured noises (Q4036147)

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On partially augmented observers for systems with coloured noises
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    On partially augmented observers for systems with coloured noises (English)
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    16 May 1993
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    optimal estimation
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    linear systems with noise
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    Riccati equation
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    optimal fixed order observers
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    Lyapunov equations
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    projection matrices
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    continuous-time
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