... matricesSt(j)=Pt−j,t/tCtT−δ0,jHtRtCt−1(j = 0, 1, ···, L − 1), (82)65New Smoothers for Discrete- time Linear Stochastic Systems with Unknown Disturbances Discrete Time Systems 52 Chang, K. C.; Tian, Z. & Saha, R. K. ... filter reaches its steady state. In this case, the EC Pis given by (13). Now,74 Discrete Time Systems Discrete Time Systems 50 This completes the proof of Theorem 2. Proof of Theorem 3 a., ... vector,54 Discrete Time Systems Darouach, M.; Zasadzinski, M. & Keller, J. Y. (1992). State estimation for discrete systems withunknown inputs using state estimation of singular systems, ...