Clarence W. Rowley
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An efficient approximation of the Kalman filter for multiple systems coupled via low-dimensional stochastic input
Pogorelyuk, L.,
Rowley, C. W.
, and Kasdin, N. J.
Automatica
, 117:108972, Jul 2020.
10.1016/j.automatica.2020.108972
arXiv:1911.10443