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Published in:
1989 | OriginalPaper | Chapter
The Discrete Kalman Filter
Author : Donald E. Catlin
Published in: Estimation, Control, and the Discrete Kalman Filter
Publisher: Springer New York
Included in: Professional Book Archive
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In Chapter 6, we discussed the problem of making recursive estimates of a random vector X. The problem was static in the sense that every measurement was used to update or improve the estimate of the same random vector X. We now consider the case where the random vector changes in time, between measurements, according to a specified statistical dynamic.