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PDF-TWMCCTechnicalReport2007-022AbstractTuningastateestimatorforalinearsta PDF document

TWMCCTechnicalReport2007024arbitrarystable ltergainthenthestateestimatesarecalculatedrecursivelyasxk1AxkBukALykCxk2WhenthesystemisunconstrainedtheoptimalstateestimatoristheKalman lter

TWMCCTechnicalReport2007-024arbitrary stable ltergain thenthestateestimatesarecalculatedrecursivelyas:^xk+1=A^xk+Buk+AL(ykC^xk)(2)Whenthesystemisunconstrained theoptimalstateestimatoristheKalman lter

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