Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices (Q668485)

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Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices
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    Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices (English)
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    19 March 2019
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    random parameter matrices
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    least-squares quadratic estimation
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    fading measurements
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    innovation approach
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    recursive filter
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