Primer for Kalman filtering : a physicist's perspective
Netser Moriyah · Nova Science Publishers eBooks · 2011
Introduction The Kalman Filter Spirit A Preliminary Background in Random Variables & Stochastic Processes Introduction to Control Design and State-Space Representation The General Description of the Discrete, Linear Kalman Filtering 153 Sub-Optimal Discrete Kalman Filtering Kalman Filtering Theory in Practice Index.