A Kalman Filter Primer

DOI10.1201/9781420028676zbMath1277.62017OpenAlexW655473902MaRDI QIDQ5200624

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Publication date: 7 April 2006

Full work available at URL: https://doi.org/10.1201/9781420028676

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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