Publication:4460410
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zbMath1049.65055MaRDI QIDQ4460410
Nicholas Assimakis, S. Roulis, Demetrios G. Lainiotis
Publication date: 18 May 2004
filtering; linear time-invariant systems; Gaussian random disturbances; difference matrix Riccati equation
93E11: Filtering in stochastic control theory
65K10: Numerical optimization and variational techniques
93C55: Discrete-time control/observation systems
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