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Browsing Electrical Engineering and Computer Science by Subject "Nonlinear filters"

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Browsing Electrical Engineering and Computer Science by Subject "Nonlinear filters"

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  • Hadiji, M.M.; Sawan, M. Edwin (IEEE, 1989-06-21)
    This paper presents a solution to the singular linear minimum-vaviance estimation problem in the discrete time case. An expression for the transfer function of the Kalman-Bucy filter with nonsingular correlated noises is ...

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