Explains how Kalman filters are used to estimate the instantaneous state of a linear dynamic system, and covers random processes, stochastic systems, and nonlinear applications
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A thorough exploration of the theory and application of Kalman filtering to real-world situations.
Tom McNeill is Lecturer in Medieval Archaeology at Queens University, Belfast. He is the author of Castles, Carrickfergas Castle, and Anglo-Norman Ulster.
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