Abstract
In the preceding chapter we were concerned with finding a linear system that makes the mean square error between actual and desired output a minimum. The result was an integral equation whose solution yielded the impulse response of the required system (filter). Stationary processes and an unlimited observation period were assumed.
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© 1971 Springer-Verlag Wien
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Parkus, H. (1971). The Kalman Filter. In: Optimal Filtering. International Centre for Mechanical Sciences, vol 94. Springer, Vienna. https://doi.org/10.1007/978-3-7091-2886-2_3
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DOI: https://doi.org/10.1007/978-3-7091-2886-2_3
Publisher Name: Springer, Vienna
Print ISBN: 978-3-211-81130-6
Online ISBN: 978-3-7091-2886-2
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