A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems

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Title
A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
Authors
Keywords
Optimal filtering, State estimation, Input estimation, Filter stability, Recursive filter
Journal
AUTOMATICA
Volume 63, Issue -, Pages 321-329
Publisher
Elsevier BV
Online
2015-11-11
DOI
10.1016/j.automatica.2015.10.040

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