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Titlebook: Kalman Filtering; with Real-Time Appli Charles K. Chui,Guanrong Chen Textbook 20094th edition Springer-Verlag GmbH Germany, part of Springe

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Notes,t and Soong (1985,89), Sorenson (1985), Stengel (1986), and Young (1984). Unfortunately, in our detailed treatment we have had to omit many important topics; some of these will be introduced very briefly in this chapter. The interested reader is referred to the modest bibliography in this text for further study.
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Decoupling of Filtering Equations,is purpose. It allows us to decompose an .-dimensional limiting Kalman filtering algorithm into . independent one-dimensional recursive formulas so that we may drop the ones that are of little interest.
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