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Stochastic processes and filtering theory

Stochastic processes and filtering theory more books like this

by Andrew H. Jazwinski

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This book presents a unified treatment of linear and nonlinear filtering theory for engineers, with sufficient emphasis on applications to enable the reader to use the theory. The need for this book is twofold. First, although linear estimation theory is relatively well known, it is largely scattered in the journal literature and has not been ...

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