Abstract
The problem addressed by the Kalman-Bucy filter theory is the following one. Given a linear dynamical system driven by noise, construct a “real-time” estimate of the state of the system, based on noisy observations of the output of the system.
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© 2002 Springer Science+Business Media New York
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Davis, J.H. (2002). Kalman-Bucy Filters. In: Foundations of Deterministic and Stochastic Control. Systems & Control: Foundations & Applications. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0071-0_5
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DOI: https://doi.org/10.1007/978-1-4612-0071-0_5
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6599-3
Online ISBN: 978-1-4612-0071-0
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