Kalman Filtering with Real-Time Applications /

Mostrar otras versiones (1)

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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Chui, Charles K. (Autor), Chen, Guanrong (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edición:4th ed. 2009.
Temas:
Mathematical physics.
Econometrics.
Engineering mathematics.
Engineering-Data processing.
Telecommunication.
Artificial intelligence.
Mathematical Methods in Physics.
Theoretical, Mathematical and Computational Physics.
Quantitative Economics.
Mathematical and Computational Engineering Applications.
Communications Engineering, Networks.
Artificial Intelligence.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Preliminaries
  • Kalman Filter: An Elementary Approach
  • Orthogonal Projection and Kalman Filter
  • Correlated System and Measurement Noise Processes
  • Colored Noise
  • Limiting Kalman Filter
  • Sequential and Square-Root Algorithms
  • Extended Kalman Filter and System Identification
  • Decoupling of Filtering Equations
  • Kalman Filtering for Interval Systems
  • Wavelet Kalman Filtering
  • Notes.

Ejemplares similares