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Stochastic Processes and Filtering Theory
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Description
Stochastic Processes and Filtering TheoryThis unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state space approach to filtering, this text models dynamical systems
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Exercises and Problems
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