Math Problem Statement
Solution
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Math Problem Analysis
Mathematical Concepts
Linear Algebra
Control Theory
Kalman Filter
Formulas
x_k = A * x_(k-1) + B * u_(k-1) + w_(k-1)
y_k = C * x_k + v_k
Theorems
State-Space Representation
Kalman Filter Equations
Suitable Grade Level
Undergraduate Level
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