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    AUTOMATICA
    2007
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    Unbiased minimum-variance input and state estimation for linear discrete-time systems
    14 years 17 days ago
    Unbiased minimum-variance input and state estimation for linear discrete-time systems
    Download  ftp.esat.kuleuven.ac.be
    This paper addresses the problem of simultaneously estimating the state and the input of a linear discrete-time system. A recursive filter, optimal in the minimum-variance unbias...
    Steven Gillijns, Bart De Moor
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