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Computationally efficient algorithms for cyclic spectral analysis

✍ Scribed by Roberts, R.S.; Brown, W.A.; Loomis, H.H., Jr.


Book ID
115443032
Publisher
IEEE
Year
1991
Tongue
English
Weight
1011 KB
Volume
8
Category
Article
ISSN
1053-5888

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## Abstract Computationally efficient algorithms for computing minimal‐volume ellipsoidal bounds on the state of a linear, discrete‐time dynamical system are presented. Ellipsoidally bounded noise is considered, rather than the scalar‐noise case usually treated; the latter is covered as a degenerat