Abstract
In this chapter, we consider the special case where all known constant matrices are independent of time. That is, we are going to study the time-invariant linear stochastic system with the state-space description:
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© 1987 Springer-Verlag Berlin Heidelberg
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Chui, C.K., Chen, G. (1987). Limiting Kalman Filter. In: Kalman Filtering with Real-Time Applications. Springer Series in Information Sciences, vol 17. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-02508-6_6
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DOI: https://doi.org/10.1007/978-3-662-02508-6_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-02510-9
Online ISBN: 978-3-662-02508-6
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