Cover image for A Kalman filter primer
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.
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E-Book 547638-1001 QA402.3 .E925 2006
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