Kalman filter

 

Cite

@incollection{ISGMS02a,
  author    = {Rob J Hyndman and Ralph D Snyder},
  booktitle = {The Informed Student Guide to Management Science},
  editor    = {Hans Daellenbach and Robert Flood},
  pages     = {162},
  publisher = {Cengage Learning Business Press},
  title     = {{Kalman} filter},
  year      = 2002
}