Mathematics of Kalman-Bucy Filtering:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1985
|
| Schriftenreihe: | Springer Series in Information Sciences
14 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but also in the social sciences, biological sciences, medical sciences, as well as all other physical sciences. Despite all the good that has come out of this devel opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without them fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters. The material is meant to be a theoretical complement to courses dealing with applications and is designed for students who are well versed in the techniques of Kalman-Bucy filtering but who are also interested in the mathematics on which these may be based. The main topic addressed in this book is continuous-time Kalman-Bucy filtering. Although the discrete-time Kalman filter results were obtained first, the continuous-time results are important when dealing with systems developing in time continuously, which are hence more appropriately mod eled by differential equations than by difference equations. On the other hand, observations from the former can be obtained in a discrete fashion |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9783642968426 9783642968440 |
| ISSN: | 0720-678X |
| DOI: | 10.1007/978-3-642-96842-6 |
Internformat
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| 500 | |a Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but also in the social sciences, biological sciences, medical sciences, as well as all other physical sciences. Despite all the good that has come out of this devel opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without them fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters. The material is meant to be a theoretical complement to courses dealing with applications and is designed for students who are well versed in the techniques of Kalman-Bucy filtering but who are also interested in the mathematics on which these may be based. The main topic addressed in this book is continuous-time Kalman-Bucy filtering. Although the discrete-time Kalman filter results were obtained first, the continuous-time results are important when dealing with systems developing in time continuously, which are hence more appropriately mod eled by differential equations than by difference equations. On the other hand, observations from the former can be obtained in a discrete fashion | ||
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Datensatz im Suchindex
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| author_facet | Ruymgaart, Peter A. |
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| author_variant | p a r pa par |
| building | Verbundindex |
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| dewey-tens | 000 - Computer science, information, general works |
| discipline | Physik Informatik |
| doi_str_mv | 10.1007/978-3-642-96842-6 |
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| institution | BVB |
| isbn | 9783642968426 9783642968440 |
| issn | 0720-678X |
| language | English |
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| spelling | Ruymgaart, Peter A. Verfasser aut Mathematics of Kalman-Bucy Filtering by Peter A. Ruymgaart, Tsu T. Soong Berlin, Heidelberg Springer Berlin Heidelberg 1985 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Springer Series in Information Sciences 14 0720-678X Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but also in the social sciences, biological sciences, medical sciences, as well as all other physical sciences. Despite all the good that has come out of this devel opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without them fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters. The material is meant to be a theoretical complement to courses dealing with applications and is designed for students who are well versed in the techniques of Kalman-Bucy filtering but who are also interested in the mathematics on which these may be based. The main topic addressed in this book is continuous-time Kalman-Bucy filtering. Although the discrete-time Kalman filter results were obtained first, the continuous-time results are important when dealing with systems developing in time continuously, which are hence more appropriately mod eled by differential equations than by difference equations. On the other hand, observations from the former can be obtained in a discrete fashion Computer science Coding theory Distribution (Probability theory) Statistics Computer Science Coding and Information Theory Probability Theory and Stochastic Processes Statistics, general Informatik Statistik Kalman-Filter (DE-588)4130759-8 gnd rswk-swf Mathematik (DE-588)4037944-9 gnd rswk-swf Kalman-Filter (DE-588)4130759-8 s Mathematik (DE-588)4037944-9 s 1\p DE-604 2\p DE-604 Soong, Tsu T. Sonstige oth https://doi.org/10.1007/978-3-642-96842-6 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Ruymgaart, Peter A. Mathematics of Kalman-Bucy Filtering Computer science Coding theory Distribution (Probability theory) Statistics Computer Science Coding and Information Theory Probability Theory and Stochastic Processes Statistics, general Informatik Statistik Kalman-Filter (DE-588)4130759-8 gnd Mathematik (DE-588)4037944-9 gnd |
| subject_GND | (DE-588)4130759-8 (DE-588)4037944-9 |
| title | Mathematics of Kalman-Bucy Filtering |
| title_auth | Mathematics of Kalman-Bucy Filtering |
| title_exact_search | Mathematics of Kalman-Bucy Filtering |
| title_full | Mathematics of Kalman-Bucy Filtering by Peter A. Ruymgaart, Tsu T. Soong |
| title_fullStr | Mathematics of Kalman-Bucy Filtering by Peter A. Ruymgaart, Tsu T. Soong |
| title_full_unstemmed | Mathematics of Kalman-Bucy Filtering by Peter A. Ruymgaart, Tsu T. Soong |
| title_short | Mathematics of Kalman-Bucy Filtering |
| title_sort | mathematics of kalman bucy filtering |
| topic | Computer science Coding theory Distribution (Probability theory) Statistics Computer Science Coding and Information Theory Probability Theory and Stochastic Processes Statistics, general Informatik Statistik Kalman-Filter (DE-588)4130759-8 gnd Mathematik (DE-588)4037944-9 gnd |
| topic_facet | Computer science Coding theory Distribution (Probability theory) Statistics Computer Science Coding and Information Theory Probability Theory and Stochastic Processes Statistics, general Informatik Statistik Kalman-Filter Mathematik |
| url | https://doi.org/10.1007/978-3-642-96842-6 |
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