But a Kalman filter is much more robust in more situations. [Carcano] does a good job of taking you through the math, but we will warn you it is plenty of math.

This course introduces the Kalman filter as a method that can solve problems related to estimating the hidden internal state of a dynamic system. It develops the background theoretical topics in state ...

This section describes a collection of Kalman filtering and smoothing subroutines for time series analysis; immediately following are three examples using Kalman filtering subroutines. The state space ...

A state-space representation of a length-structured population under commercial harvest is described and a Kalman filter is used to develop the conditional likelihood equation needed for estimating ...