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State Estimation for Nonlinear Continuous-Discrete...

State Estimation for Nonlinear Continuous-Discrete Stochastic Systems by Gennady Yu. Kulikov (isbn:9783031613708)
This book addresses the problem of accurate state estimation in nonlinear continuous-time stochastic models with additive noise and discrete measurements. Its main focus is on numerical aspects of computation of the expectation and covariance in Ka... More info...
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