The Kalman filter and the Peña-Guttman filter
Subtitle: a Bayesian derivation and preformance analysis
By: a thesis presented by Nitin Saksena
Published: 2003
Language: eng
Number of pages: 63
Subjects: Kalman filtering; Stochastic processes
Notes: Thesis (A.B., Honors in Applied Mathematics)-- Harvard University, 2003.

Division of Engineering and Applied Sciences.