A Kalman filter primer
by
 
Eubank, R. L. (Randy L.), author.

Title
A Kalman filter primer

Author
Eubank, R. L. (Randy L.), author.

ISBN
9780429117596

Physical Description
1 online resource (186 pages)

Series
Statistics, textbooks and monographs ; Volume 186

Contents
chapter 1 Signal-Plus-Noise Models -- chapter 2 The Fundamental Covariance Structure -- chapter 3 Recursions for L and L−1 -- chapter 4 Forward Recursions -- chapter 5 Smoothing -- chapter 6 Initialization -- chapter 7 Normal Priors -- chapter 8 A General State-Space Model.

Subject Term
Kalman filtering -- Textbooks.

Electronic Access
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LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book547638-1001QA402.3 .E925 2006CRC E-Books