Linear recursive discrete-time estimators using covariance information under uncertain observations (Q948159)

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Linear recursive discrete-time estimators using covariance information under uncertain observations
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    Linear recursive discrete-time estimators using covariance information under uncertain observations (English)
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    8 October 2008
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    Wiener-Hopf equation
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    linear discrete-time systems
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    recursive estimation
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    covariance information
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    stochastic process
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