The importance of Kalman filtering in engineering applications is well known, and its mathematical theory has been rigorously established. 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.
- Probability Density Function
- Schwarz Inequality
- Joint Probability Density Function
- Fair Coin
- Conditional Probability Density Function
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