Kalman filtering theory:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York
Optimization Software
1984
|
| Series: | University series in modern engineering
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XII, 222 S. graph. Darst. |
| ISBN: | 091157526X |
Staff View
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Record in the Search Index
| _version_ | 1804116487849377792 |
|---|---|
| adam_text | CONTENTS
PREFACE ix
NOTATION xi
CHAPTER 1 REVIEW OF LINEAR SYSTEM THEORY 1
CHAPTER 2 REVIEW OF SIGNAL THEORY 13
CHAPTER 3 STATISTICAL ESTIMATION THEORY 34
3 1 Parameter estimation: the Cramer-Rao bound;
the principle of maximum likelihood 35
3 2 Bayesian theory of estimation: optimal mean
square estimates and conditional expectation 46
3 3 Gaussian distributions: conditional density;
unconditional maximum likelihood; mutual
information 49
3 4 Gram-Schmidt orthogonalization and covariance
matrix factorization 59
3 5 Estimation of signal parameters in additive
noise 64
3 6 Performance degradation due to parameter
uncertainty 72
VIII CONTENTS
CHAPTER 4 THE KALMAN FILTER 76
4 1 Basic theory 77
4 2 Kalman filter: steady state theory 100
4 3 Steady state theory: frequency domain
analysis 133
4 4 On-line estimation of system parameters 149
4 5 (Kalman) smoother filter 171
4 6 Kalman filter: correlated signal and
noise 184
4 7 Kalman filter for colored (observation)
noise 193
4 8 Example 200
CHAPTER 5 LIKELIHOOD RATIOS: GAUSSIAN SIGNALS
IN GAUSSIAN NOISE 211
BIBLIOGRAPHY 219
INDEX 221
|
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| discipline | Informatik Elektrotechnik Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV002037658 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T15:39:18Z |
| institution | BVB |
| isbn | 091157526X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001332276 |
| oclc_num | 10230803 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM DE-703 DE-355 DE-BY-UBR DE-29T DE-92 DE-706 DE-83 DE-11 |
| owner_facet | DE-91 DE-BY-TUM DE-703 DE-355 DE-BY-UBR DE-29T DE-92 DE-706 DE-83 DE-11 |
| physical | XII, 222 S. graph. Darst. |
| psigel | TUB-nveb |
| publishDate | 1984 |
| publishDateSearch | 1984 |
| publishDateSort | 1984 |
| publisher | Optimization Software |
| record_format | marc |
| series2 | University series in modern engineering |
| spelling | Balakrishnan, Alampallam V. 1929- Verfasser (DE-588)115804692 aut Kalman filtering theory A. V. Balakrishnan New York Optimization Software 1984 XII, 222 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier University series in modern engineering Control, Teoría del Estimación, Teoría de la Control theory Estimation theory Kalman filtering Kalman-Filter (DE-588)4130759-8 gnd rswk-swf Kalman-Filter (DE-588)4130759-8 s DE-604 HEBIS Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001332276&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Balakrishnan, Alampallam V. 1929- Kalman filtering theory Control, Teoría del Estimación, Teoría de la Control theory Estimation theory Kalman filtering Kalman-Filter (DE-588)4130759-8 gnd |
| subject_GND | (DE-588)4130759-8 |
| title | Kalman filtering theory |
| title_auth | Kalman filtering theory |
| title_exact_search | Kalman filtering theory |
| title_full | Kalman filtering theory A. V. Balakrishnan |
| title_fullStr | Kalman filtering theory A. V. Balakrishnan |
| title_full_unstemmed | Kalman filtering theory A. V. Balakrishnan |
| title_short | Kalman filtering theory |
| title_sort | kalman filtering theory |
| topic | Control, Teoría del Estimación, Teoría de la Control theory Estimation theory Kalman filtering Kalman-Filter (DE-588)4130759-8 gnd |
| topic_facet | Control, Teoría del Estimación, Teoría de la Control theory Estimation theory Kalman filtering Kalman-Filter |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001332276&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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