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Kalman Filter and Classical Least-Squares[J]. Rock and Mineral Analysis, 1993, (1): 65-67.
Citation: Kalman Filter and Classical Least-Squares[J]. Rock and Mineral Analysis, 1993, (1): 65-67.

Kalman Filter and Classical Least-Squares

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  • In the application of Kalman filtering, in case the system dynamics is kept constant, the Kalman filter becomes classical least-squares. Iteration is necessary in most cases. However,the calculation procedure has not proved to be promising in that the com
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