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Extension of the Chandrasekhar filter to the case of periodic state-space models - MaRDI portal

Extension of the Chandrasekhar filter to the case of periodic state-space models (Q2472984)

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Extension of the Chandrasekhar filter to the case of periodic state-space models
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    Extension of the Chandrasekhar filter to the case of periodic state-space models (English)
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    25 February 2008
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    Kalman filter
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    periodic time-varying state-space models
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    linear least squares estimation
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