S1. Introduction S2. Conventional Kalman filter S3. Example S4. RLS and Kalman filtering S5. Square-root information filter S6. Square-root covariance filter Better numerical properties than the conventional one The square-root RLS algorithms are special cases
§5.1 Digital Processing of Continuous-Time Signals §5.2 Sampling of Continuous-time Signals §5.3 Effect of Sampling in the Frequency Domain §5.4 Recovery of the Analog Signal §5.6 Sampling of Bandpass Signals §5.7 Analog Lowpass Filter Specifications §5.8 Analog Lowpass Filter Design