Linear minimum mean square filter for discrete-time linear systems with multiplicative noise - researchr publication authors

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Oswaldo Luiz V. Costa, Guilherme R. A. M. Benites. Linear minimum mean square filter for discrete-time linear systems with multiplicative noise. In Proceedings of the 49th IEEE Conference on Decision and Control, CDC 2010, December 15-17, 2010, Atlanta, Georgia, USA. pages 7706-7711, IEEE, 2010. [doi]

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