Restricted Kalman filtering : theory, methods, and application / Adrian Pizzinga.

"In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Pizzinga, Adrian
Format:	eBook
Language:	English
Published:	New York, NY : Springer, ©2012.
Series:	SpringerBriefs in statistics ; 12.
Subjects:	Kalman filtering. Statistics.