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Kalman Filtering: with Real-Time Applications
Kalman Filtering: with Real-Time Applications
Charles K. Chui, Guanrong Chen (auth.)
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Kalman Filtering with Real-Time Applications presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering.
Categories:
Year:
2009
Edition:
4
Publisher:
Springer-Verlag Berlin Heidelberg
Language:
English
Pages:
230
ISBN 10:
3540646116
ISBN 13:
9783540646112
ISBN:
9783540646112,3540646116
Series:
Springer Series in Information Sciences
Your tags:
Mathematical Methods in Physics;Numerical and Computational Methods;Economic Theory;Appl.Mathematics/Computational Methods of Engineering;Communications Engineering, Networks;Computing Methodologies
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