A Kalman Filter Primer

A Kalman Filter Primer

Author: Randall L. Eubank
Publisher: CRC Press
Edition: 1
Published date: 2005
ISBN: 9780367391690

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System state estimation in the presence of noise is critical for control systems, signal processing, and many other applications in a variety of fields. Developed decades ago, the Kalman filter remains an important, powerful tool for estimating the variables in a system in the presence of noise. However, when inundated with theory and vast notation

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