Mathematics of Kalman-Bucy Filtering /

This book addresses the mathematics of Kalman-Bucy filtering and is designed for readers who are well versed in the practice of Kalman-Bucy filters but are interested in the mathematics on which they are based. The main topic in this book is the continuous-time Kalman-Bucy filter. Although the discr...

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Bibliographic Details

Main Author:	Ruymgaart, Peter A.
Corporate Author:	SpringerLink (Online service)
Other Authors:	Soong, T. T.
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1988.
Edition:	Second edition.
Series:	Springer series in information sciences ; 14.
Subjects:	Computer science. Coding theory. Distribution (Probability theory) Statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book