A Kalman filter primer. (2006)

• Record Type: Book
• Further Information: Note: R.L. Eubank.
• Other Names: Eubank, R. L (Randy L.)
• Contents: Signal-Plus-Noise Models ; Introduction; The Prediction Problem; State-Space Models; What Lies Ahead; The Fundamental Covariance Structure ; Introduction; Some Tools of the Trade; State and Innovation Covariances; An Example; Recursions for L and L −1 ; Introduction; Recursions for L ; Recursions for L −1 ; An Example; Forward Recursions ; Introduction; Computing the Innovations; State and Signal Prediction; Other Options; Examples; Smoothing ; Introduction; Fixed Interval Smoothing; Examples; Initialization ; Introduction; Diffuseness; Diffuseness and Least-Squares Estimation; An Example; Normal Priors ; Introduction; Likelihood Evaluation; Diffuseness; Parameter Estimation; An Example; A General State-Space Model ; Introduction; KF Recursions; Estimation of β ; Likelihood Evaluation; Appendix A: The Cholesky Decomposition ; Appendix B: Notation Guide ; References ; Index
• Publisher Details: Boca Raton, Fla : Chapman & Hall/CRC
• Publication Date: 2006
• Extent: 1 online resource (186 pages), illustrations
• Subjects: 519.2/3; Kalman filtering -- Textbooks; MATHEMATICS -- Probability & Statistics -- Stochastic Processes; Kalman filtering; Statistics; Electronic books; Textbooks
• Languages: English
• ISBNs: 0824723651; 9780824723651; 1420028677; 9781420028676
• Notes: Note: Includes bibliographical references (pages 183-184) and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.