Chapter 2

Preliminary Mathematical Concepts

In this chapter, we will present a host of mathematical concepts that are essential to an understanding of what follows in Parts II–IV. The mathematical developments presented here will be concise and without extensive or rigorous proofs. For most of the topics covered here, it will be assumed that the reader is familiar with the mathematical concepts from previous exposure. Although it is not recommended, this chapter can be skipped on first reading and used as a reference while reading the remainder of Part I and Parts II–IV. Additional mathematical concepts will be introduced as needed.

Get Bayesian Estimation and Tracking: A Practical Guide now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.