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    AUTOMATICA
    2005
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    Linear dynamic filtering with noisy input and output
    13 years 4 months ago
    Linear dynamic filtering with noisy input and output
    Download  eprints.ecs.soton.ac.uk
    State estimation problems for linear time-invariant systems with noisy inputs and outputs are considered. An efficient recursive algorithm for the smoothing problem is presented. ...
    Ivan Markovsky, Bart De Moor
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