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An introduction to Kalman filtering with MATLAB examples /

The Kalman filter is the Bayesian optimum solution to the problem of sequentially estimating the states of a dynamical system in which the state evolution and measurement processes are both linear and Gaussian. Given the ubiquity of such systems, the Kalman filter finds use in a variety of applicati...

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Bibliographic Details
Main Authors: Kovvali, Narayan V. S. K. (Author), Banavar, Mahesh K. (Author), Spanias, Andreas (Author)
Format: eBook
Language:English
Published: San Rafael, California (1537 Fourth Street, San Rafael, CA 94901 USA) : Morgan & Claypool, 2014.
Series:Synthesis digital library of engineering and computer science.
Synthesis lectures on signal processing ; # 12.
Subjects:
Online Access:Abstract with links to full text