Mathematics of Kalman-Bucy Filtering by P.A. Ruymgaart, Tsu T. Soong.
Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineerin...
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