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This book describes the classical smoothing, filtering and prediction techniques together with some more recently developed embellishments for improving perform
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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
Introduction to Mathematical Systems Theory
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Introduction to Sequential Smoothing and Prediction
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