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Kalman Filtering : with Real-Time Applications /

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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chui, Charles K.
Otros Autores: Chen, Guanrong
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg, 1999.
Edición:Third edition.
Colección:Springer series in information sciences ; 17.
Temas:
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.