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Filtering
by Simo Sarkka

Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded ...

by Mohinder S. Grewal, Angus P. Andrews

The definitive textbook and professional reference on KalmanFiltering – fully updated, revised, and expandedThis book contains the latest developments in the implementationand application of Kalman filtering. Authors Grewal and Andrewsdraw ...

by Bruce P. Gibbs

This book provides a complete explanation of estimation theory and application, modeling approaches, and model evaluation. Each topic starts with a clear explanation of the theory (often including historical context), ...

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