Explicit solutions to the linear optimal estimation problem of continuous time-invariant linear processes (Q4744160)
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scientific article; zbMATH DE number 3799526
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| English | Explicit solutions to the linear optimal estimation problem of continuous time-invariant linear processes |
scientific article; zbMATH DE number 3799526 |
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Explicit solutions to the linear optimal estimation problem of continuous time-invariant linear processes (English)
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1983
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linear optimal estimation problem
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Kalman gain
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minimum-error covariance matrix
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optimal filter
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