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Traitement du signal

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Modèles et méthodes stochastiques

Part of the book series: Mathématiques et Applications ((MATHAPPLIC,volume 75))

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Résumé

Le filtre de Kalman-Bucy est sans nul doute l’algorithme stochastique le plus couramment utilisé en ingénierie, et plus particulièrement en traitement du signal [1, 2].

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References

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Correspondence to Pierre Del Moral .

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Del Moral, P., Vergé, C. (2014). Traitement du signal. In: Modèles et méthodes stochastiques. Mathématiques et Applications, vol 75. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-54616-7_12

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