Orlando, F.L. ; San Diego, C.A. ; San Francisco C.A. : Academic Press, 1979.
Physical Description:
1 online resource (xix, 423 pages).
Series:
Mathematics in science and engineering ; v. 141, pt. 1
Mathematics in science and engineering ; v. 141, pt. 1.
General Note:
Includes index.
Contents:
Introduction -- Deterministic system models -- Probability theory and static models -- Stochastic processes and linear dynamic system models -- Optimal filtering with linear system models -- Design and performance analysis of Kalman filters -- Square root filtering.
