This book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient de

​​​​​​​​ ​In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, conta

A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example.

This book presents recent issues on theory and practice of Kalman filters, with a comprehensive treatment of a selected number of concepts, techniques, and adva

This book presents a collection of articles on the advanced and interdisciplinary application of innovative technologies. Scientific investigations and results