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Covariance matrices for track fitting with the Kalman filter

✍ Scribed by E.J Wolin; L.L Ho

Publisher: Elsevier Science
Year: 1993
Tongue: English
Weight: 446 KB
Volume: 329
Category: Article
ISSN: 0168-9002
DOI: 10.1016/0168-9002(93)91285-u

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