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Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications

Josefa Linares-Pérez, Raquel Caballero-Águila, I. García-Garrido. Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications. Int. J. Systems Science, 45(7):1548-1562, 2014. [doi]

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