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- W343840262 abstract "In this paper consideration is given to the problem of determining an optimal estimate of the output of a linear dynamic SISO system from the knowledge of the input-output data corrupted by additive noise. The solution of this problem can be divided into two steps: first. the model of the system and of the noise affecting the data is identified. then a Kalman filter is designed on the basis of this model. Since the result of the identification scheme may be a whole family of models. a comparison between these different systems is analyzed with refcrence to the behavior of the associated Kalman filters. Some silmulation results are finally discussed." @default.
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- W343840262 date "1992-09-01" @default.
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- W343840262 title "Congruence Conditions Between System Identification and Kalman Filtering" @default.
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- W343840262 doi "https://doi.org/10.1016/s1474-6670(17)49720-5" @default.
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