NASA NTRS · 19680045928
A direct derivation of the optimal linear filter using the maximum principle.
Abstract
Optimal linear filter derivation using Pontryagin maximum principle and gradient matrices for optimal filter coefficients
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Athans, M., Tse, E.. 1967-12-01. A direct derivation of the optimal linear filter using the maximum principle.. https://ntrs.nasa.gov/citations/19680045928
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