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- W4206056211 abstract "This chapter is prepared to derive the mathematical forms of optimal linear estimators for the states of linear stochastic systems defined in the previous chapters. This is called the linear quandratic Gaussian (LQG) estimation problem. The dynamic systems are linear, the performance cost functions are quadratic, and the random processes are Gaussian." @default.
- W4206056211 created "2022-01-26" @default.
- W4206056211 date "2002-01-02" @default.
- W4206056211 modified "2023-09-23" @default.
- W4206056211 title "Linear Optimal Filters and Predictors" @default.
- W4206056211 doi "https://doi.org/10.1002/0471266388.ch4" @default.
- W4206056211 hasPublicationYear "2002" @default.
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