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Explicit solution to the singular discrete-time stationary linear filtering problem - MaRDI portal

Explicit solution to the singular discrete-time stationary linear filtering problem (Q3222091)

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Explicit solution to the singular discrete-time stationary linear filtering problem
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    Explicit solution to the singular discrete-time stationary linear filtering problem (English)
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    1985
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    stationary discrete-time linear minimum variance filtering
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    singular case
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    closed-form expressions
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    high signal-to-noise ratio
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    coloured measurement noise
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