Kalman Filtering [E-Book] : with Real-Time Applications / by Charles K. Chui, Guanrong Chen.
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 m...
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Full text |
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Personal Name(s): | Chui, Charles K., author |
Chen, Guanrong, author | |
Edition: |
Third Edition. |
Imprint: |
Berlin, Heidelberg :
Springer,
1999
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Physical Description: |
XIV, 230 p. online resource. |
Note: |
englisch |
ISBN: |
9783662038598 |
DOI: |
10.1007/978-3-662-03859-8 |
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. Kalman Filtering for Interval Systems
- 11. Wavelet Kalman Filtering
- 12. Notes
- References
- Answers and Hints to Exercises.