Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems (Q6110281)

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scientific article; zbMATH DE number 7707472
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Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems
scientific article; zbMATH DE number 7707472

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    Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems (English)
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    5 July 2023
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    realisation theory
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    estimation theory
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    synthesis of stochastic systems
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