Deterministic Kalman Filtering on Semi-Infinite Interval
We relate a deterministic Kalman filter on semi-infinite interval to linear-quadratic tracking control model with unfixed initial condition.
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2012/490139 |
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