The Kalman filter is the Bayesian optimum solution to the problem of sequentially estimating the states of a dynamical system in which the state evolution and measurement processes are both linear and Gaussian. Given the ubiquity of such systems, the Kalman filter finds use in a variety of applications, e.g., target tracking, guidance and navigation, and communications systems. The purpose of this...
Series: Synthesis Lectures on Signal Processing
Paperback: 82 pages
Publisher: Morgan & Claypool Publishers (October 1, 2013)
Product Dimensions: 7.5 x 0.2 x 9.2 inches
Amazon Rank: 1774534
Format: PDF ePub djvu book
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