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PDF) Introduction to the Kalman Filter and Tuning its Statistics for Near Optimal Estimates and Cramer Rao Bound
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Digital and Kalman filtering: An introduction to discrete-time filtering and optimum linear estimation: Bozic, S. M.: 9780713134100: Amazon.com: Books
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An Introduction to Kalman Filtering with MATLAB Examples (Synthesis Lectures on Signal Processing): Kovvali, Narayan, Banavar, Mahesh, Spanias, Andreas: 9781627051392: Amazon.com: Books
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