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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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1988.
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| Edition: | Second edition. |
| Series: | Springer series in information sciences ;
14. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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