Kalman Filtering with Random Coefficients and Contractions

Kalman Filtering with Random Coefficients and Contractions

Bougerol, Philippe
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Volume:
31
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/0331041
Date:
July, 1993
File:
PDF, 1.80 MB
english, 1993
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