Presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. This title covers topics that include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invarian Title: Kalman Filtering Author: Chui, C. K./ Chen, G. Publisher: Springer Verlag Publication Date: 2008/12/01 Number of Pages: 229 Binding Type: HARDCOVER Library of Congress: oc2008110299 Additional Details\N BRAND : Chui, C. K./ Chen, G.
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