RLS WIENER SMOOTHER FROM RANDOMLY DELAYE (Mathematics Research Developments)

Smoothing, Filtering and Prediction - Estimating The Past, Present and Future

IntechOpen

A Kalman Filter Primer (Statistics, Textbooks and Monographs)

CRC Press

Adaptive Filtering: Algorithms and Practical Implementation

Springer

Optimal Filtering: Volume I: Filtering of Stochastic Processes: 457 (Mathematics and Its Applications, 457)

Springer

Introduction to Time Series Modeling with Applications in R (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

CRC Press

Random Processes for Engineers: A Primer

CRC Press

Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification: 1 (Series in Contemporary Mathematics, 1)

Springer

Measurement Data Modeling and Parameter Estimation (Systems Evaluation, Prediction, and Decision-Making)

CRC Press

Forecasting, Structural Time Series Models and the Kalman Filter

Cambridge University Press

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52)

Cambridge University Press

Unscented Kalman Filter Made Easy: A Beginners Guide to Nonlinear Filtering with the Unscented Kalman Filter and MATLAB

Multivariate Time Series With Linear State Space Structure

Springer

Measurements, Modelling and Simulation of Dynamic Systems

Springer