Titlebook: Kalman Filtering; with Real-Time Appli Charles K. Chui,Guanrong Chen Textbook 19912nd edition Springer-Verlag Berlin Heidelberg 1991 Algebr

epicardium

explicit

Textbook 19912nd editionn Chapter 10 of the first edition into two sections and combined it with Chapter 8. In its place, a very brief introduction to wavelet analysis is included in Chapter 10. Although the pyramid algorithms for wavelet decompositions and reconstructions are quite different from the Kalman filtering al-

昏暗

Galactogogue

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Decoupling of Filtering Equations, information, an elimination of which should improve the efficiency of the filtering process. A decoupling method is introduced in this chapter for this purpose. It allows us to decompose an .-dimensional limiting kalman filtering algorithm into . independent one-dimensional recursive so that we may drop the ones that are of little interest.

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Expediency

Preliminaries,d even among many applied mathematicians and engineers. The main objective of this treatise is to present a thorough discussion of the mathematical theory, computational algorithms, and application to real-time tracking problems of the Kalman filter.