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zbMath0722.93067MaRDI QIDQ3211214

Chin Chang, Tryphon T. Georgiou

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Schur algorithm difference Riccati equation linear optimal filtering square-root Chandrasekhar-type algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05)

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