Description: The Kalman filter30 is a minimum-variance filter in which time-series measurements are incorporated recursively into estimates of state variables it is the optimal, Bayesian least-squares estimator for linear dynamic systems.-text Platform: |
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Author:刘海海 |
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Description: The Kalman filter30 is a minimum-variance filter in
which time-series measurements are incorporated recursively
into estimates of state variables it is the
optimal, Bayesian least-squares estimator for linear
dynamic systems.-The Kalman filter30 is a minimum-variance filter in
which time-series measurements are incorporated recursively
into estimates of state variables it is the
optimal, Bayesian least-squares estimator for linear
dynamic systems. Platform: |
Size: 202752 |
Author:刘海海 |
Hits:
Description: The Kalman filter30 is a minimum-variance filter in
which time-series measurements are incorporated recursively
into estimates of state variables it is the
optimal, Bayesian least-squares estimator for linear
dynamic systems.-dd Platform: |
Size: 158720 |
Author:刘海海 |
Hits:
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