Restricted Kalman Filtering Theory, Methods, and Application /
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 measu...
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| Format: | Electronic eBook |
| Language: | English |
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New York, NY :
Springer New York : Imprint: Springer,
2012.
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| Series: | SpringerBriefs in Statistics,
12 |
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| Online Access: | Full Text via HEAL-Link |
Table of Contents:
- Introduction
- Linear state space models and the Kalman filtering: a briefing
- Restricted Kalman filtering: theoretical issues
- Restricted Kalman filtering: methodological issues
- Applications
- Further Extensions.
