Kalman Filtering [E-Book] : with Real-Time Applications / by Charles K. Chui, Guanrong Chen.
In addition to making a number of minor corrections and updat ing the references, we have expanded the section on "real-time system identification" in Chapter 10 of the first edition into two sections and combined it with Chapter 8. In its place, a very brief introduction to wavelet analy...
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Full text |
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Personal Name(s): | Chui, Charles K., author |
Chen, Guanrong, author | |
Edition: |
Second Edition. |
Imprint: |
Berlin, Heidelberg :
Springer,
1991
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Physical Description: |
XVI, 195 p. 6 illus. online resource. |
Note: |
englisch |
ISBN: |
9783662026663 |
DOI: |
10.1007/978-3-662-02666-3 |
Series Title: |
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Springer Series in Information Sciences ;
17 |
Subject (LOC): |
- 1. Preliminaries
- 2. Kalman Filter: An Elementary Approach
- 3. Orthogonal Projection and Kalman Filter
- 4. Correlated System and Measurement Noise Processes
- 5. Colored Noise
- 6. Limiting Kalman Filter
- 7. Sequential and Square-Root Algorithms
- 8. Extended Kalman Filter and System Identification
- 9. Decoupling of Filtering Equations
- 10. Notes
- References
- Answers and Hints to Exercises.