๐”– Bobbio Scriptorium
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On the equivalence between some discrete and continuous optimization problems

โœ Scribed by Fabio Tardella


Book ID
112724144
Publisher
Springer US
Year
1990
Tongue
English
Weight
415 KB
Volume
25
Category
Article
ISSN
0254-5330

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An exact equivalence between the discret
โœ M.W.A. Smith; A.P. Roberts ๐Ÿ“‚ Article ๐Ÿ“… 1978 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 636 KB

It is shown that if the definition of the covariance of a white noise sequence in discrete-time is derived from the accepted mathematical description for the covariance of a white noise process in continuous-time, compatibility between the discreteand continuous-time versions of the Kalman filter is