Kalman Filtering with Real Time Applications Springer出版社

高清PDF电子书，关于卡尔曼滤波和小波的，经典书籍，第四版了Kalmanfilteringisanoptimalstateestimationprocessappliedtoadynamicsystemthatinvolvesrandomperturbations.Moreprecisely,theKalmanfiltergivesalinear,unbiased,andminimumerrorvariancerecursivealgorithmtooptimallyestimatetheunknownstateofadynamicsystemfromnoisydata