Optimal filtering and smoothing for discrete-time stochastic singular systems (Q970645)
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English | Optimal filtering and smoothing for discrete-time stochastic singular systems |
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Optimal filtering and smoothing for discrete-time stochastic singular systems (English)
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19 May 2010
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full-order estimators
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projection theory
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correlated noise
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prediction
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filtering
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smoothing
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stochastic singular system
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