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The discretization of the continuous linear cascade by means of state space analysis

✍ Scribed by András Szöllösi-Nagy


Book ID
115970616
Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
615 KB
Volume
58
Category
Article
ISSN
0022-1694

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Linear estimation of continuous-discrete
✍ J.C. Jimenez; T. Ozaki 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 211 KB

This paper deals with the estimation of the state variable of continuous-discrete linear state space models with multiplicative noise. Speciÿcally, the optimal minimum variance linear ÿlter for that class of models is constructed. Moreover, the solutions of the di erential equations that describe th