• Charles K. Chui
  • Guanrong Chen
Part of the Springer Series in Information Sciences book series (SSINF, volume 17)


Although the importance of Kalman filtering in engineering applications is well known, its mathematical theory and implications are not well understood even among many applied mathematicians and engineers. The main objective of this treatise is to present a thorough discussion of the mathematical theory, computational algorithms, and application to real-time problems of the Kalman filter.


Probability Density Function Schwarz Inequality Joint Probability Density Function Fair Coin Matrix Setting 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1987

Authors and Affiliations

  • Charles K. Chui
    • 1
  • Guanrong Chen
    • 2
  1. 1.Department of Mathematics and Department of Electrical EngineeringTexas A & M UniversityCollege StationUSA
  2. 2.Department of Electrical and Computer EngineeringRice UniversityHoustonUSA

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