Filtering theory: Mathematics in engineering, from Gauss to particle filters

  • Ofer Zeitouni

    Weizmann Institute of Science, Rehovot, Israel
Filtering theory: Mathematics in engineering, from Gauss to particle filters cover
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Abstract

The evolution of engineering needs, especially in the areas of estimation and system theory, has triggered the development of mathematical tools which, in turns, have had a profound influence on engineering practice. We describe this interaction through one example, the evolution of filtering theory.