Referências: |
1. Maybeck, P.S. Stochastic Models, Estimation and Control, Vol. I,II e III. Academic Press, 1979 (vol.I) e 1982 (vol.II e III). 2. Jazwinski, A. H. Stochastic Processes and Filtering Theory. Dover, 2007. 3. Gelb, A. Applied optimal estimation. MIT Press, 1974. 4. Bryson, A.E. Applied optimal control: optimization, estimation and control. Halsted Press, 1975. 5. Evensen, G. Data Assimilation: The Ensemble Kalman Filter, Second Edition, Springer, 2009. |