Deterministic Kalman filtering on semi-infinite interval (Q456513)

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Deterministic Kalman filtering on semi-infinite interval
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    Deterministic Kalman filtering on semi-infinite interval (English)
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    16 October 2012
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    Summary: We relate a deterministic Kalman filter on semi-infinite interval to linear-quadratic tracking control model with unfixed initial condition.
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    deterministic Kalman filter
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    semi-infinite interval
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    linear-quadratic tracking control model
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