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5. Estimation methods
5.1 Bayesian estimation and prediction
The general estimation problem can be formulated as follows . We have a sequence of measurements Z k = {z 1 , z 2 , ... z k }, direct or indirect on a process taking place on a space called state space, for example, the (position, velocity) space where knowledge of the state vector determines the instantaneous position and velocity...
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Estimation methods
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