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Digital and Kalman Filtering: An Introduction to Discrete-Time Filtering and Optimum Linear Estimati

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The first half of this concise introductory treatment focuses on digital filtering and the second on filtering noisy data to extract a signal. The text includes worked examples and problems with solutions. 1994 edition.
The first half of this concise introductory treatment focuses on digital filtering and the second on filtering noisy data to extract a signal. The text includes worked examples and problems with solutions. 1994 edition.
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