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Stochastic Equations in the Problems of Semimartingale Parameter Estimation

โœ Scribed by T. Toronjadze


Book ID
111595651
Publisher
Springer US
Year
2004
Tongue
English
Weight
971 KB
Volume
121
Category
Article
ISSN
1573-8795

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Linear unbiased full-order state estimation problem for discrete-time models with stochastic parameters and additive finite energy type disturbance signals is reformulated in terms of linear matrix inequalities. Two estimation problems that are considered are the design for mean-square bounded esti