Design of quadratic estimators using covariance information in linear discrete-time stochastic systems
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Publication:3552835
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Cites work
- Estimation of multivariate signal by output autocovariance data in linear discrete-time systems
- Optimal quadratic filtering of linear discrete-time non-Gaussian systems
- Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
- Restoration of images corrupted by additive non-Gaussian noise
- Second-order polynomial estimators from uncertain observations using covariance information
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