Kalman Filtering: with Real-Time Applications by Guanrong Chen, Charles K. Chui (Paperback, 2010)

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Charles K. Chui, Charles K. Chui, Guanrong Chen, Guanrong Chen and Guanrong Chen. The last two topics are new additions to this third edition. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge.
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