Abstract
In this chapter we deal with the problem of ‘econstructing’ the unknown sequence {x(i)}, i = 1,2,... of feature vectors in the (LRF) model from the input and output observations, which is known as Kaiman filtering.
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© 1985 Springer-Verlag Berlin Heidelberg
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Otter, P.W. (1985). Discrete Kalman Filtering. In: Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems. Lecture Notes in Economics and Mathematical Systems, vol 246. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45593-3_4
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DOI: https://doi.org/10.1007/978-3-642-45593-3_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-15654-3
Online ISBN: 978-3-642-45593-3
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