Kalman filtering theory
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A. V Balakrishnan
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Library
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1984
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Optimization Software, Inc., Publications Division
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English
โ 4 MB
This is a textbook intended for a one-quarter (or one-semester, depending on the pace) course at the graduate level in Engineering. The prerequisites are Elementary State-Space theory and Elementary (second-order Gaussian) Stochastic Process theory. As a textbook, it does not not purport to be a c