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Smoothing, Filtering and Prediction: Estimating the Past, Present and Future - PDF Preview

Smoothing, Filtering and Prediction: Estimating the Past, Present and Future

Smoothing, Filtering and Prediction: Estimating the Past, Present and Future

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This book describes the classical smoothing, filtering and prediction techniques together with some more recently developed embellishments for improving performance within applications. It aims to present the subject in an accessible way, so that it can serve as a practical guide for undergraduates and newcomers to the field. The material is organized as an eleven-lecture course.
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