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Mathematics of Kalman-Bucy Filtering (Springer Series in Information Sciences)
Mathematics of KalmanBucy Filtering - Springer Series in Information Sciences
Author: P. A. Ruymgaart, T. T. Soong
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 discrete-time Kalman filter results were obtained fi...  more »
ISBN-13: 9780387187815
ISBN-10: 0387187812
Pages: 170
Edition: 2 Sub
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Publisher: Springer
Book Type: Hardcover
Other Versions: Paperback
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