Kalman filtering: theory and practice ; using MATLAB
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Wiley
2001
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| Edition: | 2. ed. |
| Series: | A Wilex-Interscience publication
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| Subjects: | |
| Online Access: | Publisher description Table of Contents Inhaltsverzeichnis |
| Physical Description: | XIII, 401 S. graph. Darst. 1 Diskette (9 cm) |
| ISBN: | 0471392545 |
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KALMAN FILTERING: THEORY AND PRACTICE USING MATLAB SECOND EDITION
MOHINDER S. GREWAL CALIFORNIA STATE UNIVERSITY AT FULLERTON ANGUS P.
ANDREWS ROCKWELL SCIENCE CENTER A WILEY-INTERSCIENCE PUBLICATION JOHN
WILEY & SONS, INC. NEW YORK * CHICHESTER * WEINHEIM * BRISBANE *
SINGAPORE * TORONTO CONTENTS PREFACE IX ACKNOWLEDGMENTS XIII 1 GENERAL
INFORMATION 1 1.1 ON KALMAN FILTERING 1 1.2 ON ESTIMATION METHODS 5 1.3
ON THE NOTATION USED IN THIS BOOK 20 1.4 SUMMARY 22 PROBLEMS 23 2 LINEAR
DYNAMIC SYSTEMS 25 2.1 CHAPTER FOCUS 25 2.2 DYNAMIC SYSTEMS 26 2.3
CONTINUOUS LINEAR SYSTEMS AND THEIR SOLUTIONS 30 2.4 DISCRETE LINEAR
SYSTEMS AND THEIR SOLUTIONS 41 2.5 OBSERVABILITY OF LINEAR DYNAMIC
SYSTEM MODELS 42 2.6 PROCEDURES FOR COMPUTING MATRIX EXPONENTIALS 48 2.7
SUMMARY 50 PROBLEMS 53 3 RANDOM PROCESSES AND STOCHASTIC SYSTEMS 56 3.1
CHAPTER FOCUS 56 3.2 PROBABILITY AND RANDOM VARIABLES 58 3.3 STATISTICAL
PROPERTIES OF RANDOM VARIABLES 66 VI CONTENTS 3.4 STATISTICAL PROPERTIES
OF RANDOM PROCESSES 68 3.5 LINEAR SYSTEM MODELS OF RANDOM PROCESSES AND
SEQUENCES 76 3.6 SHAPING FILTERS AND STATE AUGMENTATION 84 3.7
COVARIANCE PROPAGATION EQUATIONS 88 3.8 ORTHOGONALITY PRINCIPLE 97 3.9
SUMMARY 102 PROBLEMS 104 4 LINEAR OPTIMAL FILTERS AND PREDICTORS 114 4.1
CHAPTER FOCUS 114 4.2 KALMAN FILTER 116 4.3 KALMAN-BUCY FILTER 126 4.4
OPTIMAL LINEAR PREDICTORS 128 4.5 CORRELATED NOISE SOURCES 129 4.6
RELATIONSHIPS BETWEEN KALMAN AND WIENER FILTERS 130 4.7 QUADRATIC LOSS
FUNCTIONS 131 4.8 MATRIX RICCATI DIFFERENTIAL EQUATION 133 4.9 MATRIX
RICCATI EQUATION IN DISCRETE TIME 148 4.10 RELATIONSHIPS BETWEEN
CONTINUOUS AND DISCRETE RICCATI EQUATIONS 153 4.11 MODEL EQUATIONS FOR
TRANSFORMED STATE VARIABLES 154 4.12 APPLICATION OF KALMAN FILTERS 155
4.13 SMOOTHERS 160 4.14 SUMMARY 164 PROBLEMS 165 5 NONLINEAR
APPLICATIONS 169 5.1 CHAPTER FOCUS 169 5.2 PROBLEM STATEMENT 170 5.3
LINEARIZATION METHODS 171 5.4 LINEARIZATION ABOUT A NOMINAL TRAJECTORY
171 5.5 LINEARIZATION ABOUT THE ESTIMATED TRAJECTORY 175 5.6 DISCRETE
LINEARIZED AND EXTENDED FILTERING 176 5.7 DISCRETE EXTENDED KALMAN
FILTER 178 5.8 CONTINUOUS LINEARIZED AND EXTENDED FILTERS 181 5.9 BIASED
ERRORS IN QUADRATIC MEASUREMENTS 182 5.10 APPLICATION OF NONLINEAR
FILTERS 184 5.11 SUMMARY 198 PROBLEMS 200 6 IMPLEMENTATION METHODS 202
6.1 CHAPTER FOCUS 202 6.2 COMPUTER ROUNDOFF 204 6.3 EFFECTS OF ROUNDOFF
ERRORS ON KALMAN FILTERS 209 6.4 FACTORIZATION METHODS FOR KALMAN
FILTERING 216 CONTENTS VU 6.5 SQUARE-ROOT AND UD FILTERS 238 6.6 OTHER
ALTERNATIVE IMPLEMENTATION METHODS 252 6.7 SUMMARY 265 PROBLEMS 266 7
PRACTICAL CONSIDERATIONS 270 7.1 CHAPTER FOCUS 270 7.2 DETECTING AND
CORRECTING ANOMALOUS BEHAVIOR 271 7.3 PREFILTERING AND DATA REJECTION
METHODS 294 7.4 STABILITY OF KALMAN FILTERS 298 7.5 SUBOPTIMAL AND
REDUCED-ORDER FILTERS 299 7.6 SCHMIDT-KALMAN FILTERING 309 7.7 MEMORY,
THROUGHPUT, AND WORDLENGTH REQUIREMENTS 316 7.8 WAYS TO REDUCE
COMPUTATIONAL REQUIREMENTS 326 7.9 ERROR BUDGETS AND SENSITIVITY
ANALYSIS 332 7.10 OPTIMIZING MEASUREMENT SELECTION POLICIES 336 7.11
APPLICATION TO AIDED INERTIAL NAVIGATION 342 7.12 SUMMARY 346 PROBLEMS
347 APPENDIX A MATLAB SOFTWARE 350 A.I NOTICE 350 A.2 GENERAL SYSTEM
REQUIREMENTS 350 A.3 DISKETTE DIRECTORY STRUCTURE 351 A.4 MATLAB
SOFTWARE FOR CHAPTER 2 351 A.5 MATLAB SOFTWARE FOR CHAPTER 4 351 A.6
MATLAB SOFTWARE FOR CHAPTER 5 352 A.7 MATLAB SOFTWARE FOR CHAPTER 6 352
A.8 MATLAB SOFTWARE FOR CHAPTER 7 353 A.9 OTHER SOURCES OF SOFTWARE 353
APPENDIX B A MATRIX REFRESHER 355 B.I MATRIX FORMS 355 B.2 MATRIX
OPERATIONS 359 B.3 BLOCK MATRIX FORMULAS 363 B.4 FUNCTIONS OF SQUARE
MATRICES 366 B.5 NORMS 370 B.6 CHOLESKY DECOMPOSITION 373 B.7 ORTHOGONAL
DECOMPOSITIONS OF MATRICES 375 B.8 QUADRATIC FORMS 377 B.9 DERIVATIVES
OF MATRICES 379 REFERENCES 381 INDEX 395 |
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| discipline | Elektrotechnik Mathematik Elektrotechnik / Elektronik / Nachrichtentechnik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik Wirtschaftswissenschaften |
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| isbn | 0471392545 |
| language | English |
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| spelling | Grewal, Mohinder S. 1940- Verfasser (DE-588)13274807X aut Kalman filtering theory and practice ; using MATLAB Mohinder S. Grewal ; Angus P. Andrews 2. ed. New York [u.a.] Wiley 2001 XIII, 401 S. graph. Darst. 1 Diskette (9 cm) txt rdacontent n rdamedia nc rdacarrier A Wilex-Interscience publication MATLAB. Kalman filtering Kalman-Filter (DE-588)4130759-8 gnd rswk-swf Kalman-Filter (DE-588)4130759-8 s DE-604 Andrews, Angus P. Verfasser (DE-588)1065633785 aut http://www.loc.gov/catdir/description/wiley035/00043689.html Publisher description http://www.loc.gov/catdir/toc/onix06/00043689.html Table of Contents HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009408345&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Grewal, Mohinder S. 1940- Andrews, Angus P. Kalman filtering theory and practice ; using MATLAB MATLAB. Kalman filtering Kalman-Filter (DE-588)4130759-8 gnd |
| subject_GND | (DE-588)4130759-8 |
| title | Kalman filtering theory and practice ; using MATLAB |
| title_auth | Kalman filtering theory and practice ; using MATLAB |
| title_exact_search | Kalman filtering theory and practice ; using MATLAB |
| title_full | Kalman filtering theory and practice ; using MATLAB Mohinder S. Grewal ; Angus P. Andrews |
| title_fullStr | Kalman filtering theory and practice ; using MATLAB Mohinder S. Grewal ; Angus P. Andrews |
| title_full_unstemmed | Kalman filtering theory and practice ; using MATLAB Mohinder S. Grewal ; Angus P. Andrews |
| title_short | Kalman filtering |
| title_sort | kalman filtering theory and practice using matlab |
| title_sub | theory and practice ; using MATLAB |
| topic | MATLAB. Kalman filtering Kalman-Filter (DE-588)4130759-8 gnd |
| topic_facet | MATLAB. Kalman filtering Kalman-Filter |
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