Minimal realization and dynamic properties of optimal smoothers (Q2730281)

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scientific article; zbMATH DE number 1630625
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English
Minimal realization and dynamic properties of optimal smoothers
scientific article; zbMATH DE number 1630625

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    Minimal realization and dynamic properties of optimal smoothers (English)
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    5 August 2001
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    filtering
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    Riccati equation
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    stochastic realization
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