The continuous kalman filter as the limit of the discrete kalman filter (Q4702159)

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scientific article; zbMATH DE number 1367920
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The continuous kalman filter as the limit of the discrete kalman filter
scientific article; zbMATH DE number 1367920

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    The continuous kalman filter as the limit of the discrete kalman filter (English)
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    18 May 2000
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    discretization
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    approximation
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    discrete filters
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    continuous Kalman filter
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    continuous filter
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