References

1. Van Trees HL. Detection, Estimation, and Modulation Theory, Part I: Detection, Estimation, and Linear Modulation Theory. Wiley; 1968.

2. Doucet A, Johansen AM. A Tutorial on Particle Filtering and Smoothing: Fifteen Years Later. Technical Report, Department of Statistics, University of British Columbia; 2008.

3. Kalman RE. A new approach to linear filtering and prediction problems. ASME J. Basic Eng. 1960:35–45.

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