Simultaneous input and state estimation for linear discrete-time stochastic systems with direct feedthrough

Sze Zheng Yong, Minghui Zhu, Emilio Frazzoli. Simultaneous input and state estimation for linear discrete-time stochastic systems with direct feedthrough. In Proceedings of the 52nd IEEE Conference on Decision and Control, CDC 2013, December 10-13, 2013, Firenze, Italy. pages 7034-7039, IEEE, 2013. [doi]

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