Filtering and LQG problems for discrete-time stochastic singular systems (Q3472017)

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Filtering and LQG problems for discrete-time stochastic singular systems
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    Filtering and LQG problems for discrete-time stochastic singular systems (English)
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    1989
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    discrete-time stochastic singular systems
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    linear unbiased least-squares state estimation algorithm
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    optimal control law
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