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A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.
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Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, l
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Type: BOOK - Published: 2006-12-18 - Publisher: Springer Science & Business Media
This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and enginee
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Type: BOOK - Published: 1969 - Publisher: McGraw-Hill Companies