Review of 'Stochastic Systems and State Estimation' (McGarty, T. P.; 1974).

Harold J. Kushner

Published in: IEEE Trans. Inf. Theory (1976)

Keyphrases

state estimation
stochastic systems
kalman filter
stochastic models
particle filter
kalman filtering
dynamic systems
visual tracking
confidence intervals
sample path
particle filtering
asymptotic analysis
stochastic processes
multiscale
training set
steady state