This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. The book is geared to senior undergraduates with a basic understanding of linear algebra, signal processing and statistics, as well as graduate students or practitioners with experience in Kalman filtering.
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This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. The book is geared to senior undergraduates with a basic understanding of linear algebra, signal processing and statistics, as well as graduate students or practitioners with experience in Kalman filtering.
