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Re:Using A Kalman Filter To Make Sense Of Noisy Data by dvse on Thursday May 10, 2012 @02:09AM (#3952091)
Do you know a reference that presents state estimation from this point of view? I have painstakingly arrived to this myself, following somewhat sketchy remarks in Gilbert Strang's "Computational Science and Engineering".

The classical exposition is a perfect example of confounding the model and the algorithm but it just refuses to die.

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