论文信息 - Some Observations on Robust Stochastic Estimation

Some Observations on Robust Stochastic Estimation

Abstract This paper examines several issues which arise in state and parameter estimation for linear systems having stochastic disturbances. A key objective will be to ensure that the discrete time results are formulated in such a way that they are consistent with the corresponding continuous time results when fast sampling is used.

Graham C. Goodwin | G. Goodwin

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