Titlebook: Selected Topics in Physics, Astrophysics and Biophysics; Proceedings of the X E. Abecassis Laredo,N. K. Jurisic Conference proceedings 1973

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its associated error covariance matrix. The minimum mean square estimate is the expected state given the data and its derivation and analysis are straightforward for linear systems. However, linearity is an idealization that is only approximately valid under limited conditions and most physical sys

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