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Solution of a problem in the optimal estimation of the states of linear dynamical systems |
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| Authors: | V. A. Stoyan |
| Affiliation: | (1) State University, Kiev |
| Abstract: | A problem in the optimal estimation of a linear dynamical system is solved under the condition that the effects on the system of noise and observation error belong to a prescribed parallelepiped region.Translated fromVychislitel'naya i Prikladnaya Matematika, No. 69, pp. 110–114, 1989. |
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