Mathematics & statistics

Dynamic data processing: Recursive least-squares

Peter J. G. Teunissen
TU Delft OPEN Publishing · Second edition (2024) · English · Published 2024

Recursive least-squares estimation, state-space models, Kalman filtering, prediction and smoothing for time-varying data.

Learning stage
Advanced college
Prerequisites
Linear algebra, probability, adjustment theory and calculus.
PDF pages
253 in this file
Editorial review
2026-10-29

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Authors: Peter J. G. Teunissen
Publisher: TU Delft OPEN Publishing

  • Discovered through Open Textbook Library: Source record · Checked 2026-10-29
  • Discovered through Open Textbook Library: Source record · Checked 2026-10-25
CC BY 4.0

Peter J. G. Teunissen. Dynamic data processing: Recursive least-squares. TU Delft OPEN Publishing. Second edition (2024). CC BY 4.0.

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