Abstract
The linear minimum mean square error (MMSE) state estimation problem is solved via spectral factorization and a pair of bilateral Diophantine equations. Detectability and/or stability requirements, in the Riccati-based solution context are expressed in terms of the stability of the greatest common right and left divisors of polynomial matrices.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
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