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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© 2009 Springer-Verlag Berlin Heidelberg
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(2009). Limiting Kalman Filter. In: Kalman Filtering. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-87849-0_6
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DOI: https://doi.org/10.1007/978-3-540-87849-0_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-87848-3
Online ISBN: 978-3-540-87849-0
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