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Kálmán: “In summary, the following assumptions are made about random processes: Physical random phenomena may be thought of as due to primary random sources exciting dynamic systems. The Kalman filter deals effectively with the uncertainty due to noisy sensor data and, to some extent, with random external factors. 952z”>
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\widetilde{\mathbf{m}}_3\left [ \begin{matrix} \mathbf{m}_{k1}^s\\ \mathbf{m}_{k} \mathbf{G}_k( \mathbf{m}_{k1}^s-\mathbf{A}_k\mathbf{m}_k) \end{matrix} \right ]
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