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MR1937266 (2003i:62150) 62M10
Nakamori, Seiichi; Caballero-Águila, Raquel; Hermoso-Carazo, Aurora; Linares-Pérez, Josefa New design of estimators using covariance information with uncertain observations in linear discrete-time systems. Appl. Math. Comput. 135 (2003), no. 2-3, 429–441.
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