Re: About orthogonal projection theorem for Kalman filtering

From: Beihai (beihai_at_hotmail.com)
Date: 07/28/04 

Date: 28 Jul 2004 09:11:40 -0700

I think he means Digital Signal Processing (DSP)

beihai

"David Jones" <dajxxx@ceh.ac.uk> wrote in message
>
> What do you mean by DSP? (dynamic stochastic programming?).
>
> An old "favourite" reference is the book:
>
> Jazwinski AH (1970) Stochastic Processes and Filtering Theory.
> Academic Press
>
> A more recent thing, more embedded in a statistical time-series
> background is :
>
> Harvey AC (1989) Forecasting, structural time series models and the
> Kalman filter. Cambridge University Press
>
> David Jones

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