A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems (Q901220)

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scientific article; zbMATH DE number 6524077
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    A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
    scientific article; zbMATH DE number 6524077

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      A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems (English)
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      23 December 2015
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      optimal filtering
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      state estimation
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      input estimation
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      filter stability
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      recursive filter
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