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3. Conclusion
This article does not pretend to be exhaustive with regard to the problems associated with random signals. It is far from it, and the abundant literature on the subject confirms this. Today's computing resources make it possible to tackle highly complex problems, to which statistical approaches provide an appropriate response: Monte-Carlo and particle methods, parsimony models, testing of processing models, etc. are all keywords that enable us to go further in the search for signal processing solutions.
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Conclusion
Bibliography
Websites
Greg Welch and Gary Bishop, The Kalman Filter, http://www.cs.unc.edu/%7Ewelch/kalman/.
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