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- W1997222390 abstract "The optimal estimate, in the mean-square-error sense, of state-vector of a linear system excited by zero-mean white Gaussian noise with non-Gaussian initial state-vector is obtained. Both the optimal estimate and the corresponding error covariance matrix are given. It is shown that the optimal estimator consists of two parts: a linear estimator that is obtained from a Kalman filter and a nonlinear estimator. In addition, the a posteriori probability <tex xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>p(x_{k}/lambda_{k})</tex> is also given." @default.
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- W1997222390 date "1971-04-01" @default.
- W1997222390 modified "2023-09-25" @default.
- W1997222390 title "Optimal state-vector estimation for non-Gaussian initial state-vector" @default.
- W1997222390 cites W1978704334 @default.
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- W1997222390 doi "https://doi.org/10.1109/tac.1971.1099695" @default.
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