Kalman Filtering: with Real-Time Applications
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Bibliographic Details
Main Author: Chui, Charles K. (Author)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1999
Edition:Third Edition
Series:Springer Series in Information Sciences 17
Subjects:
Online Access:Volltext
Item Description: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 method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. The last two topics are new additions to this third edition. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering
Physical Description:1 Online-Ressource (XIV, 230 p)
ISBN:9783662038598
9783540646112
ISSN:0720-678X
DOI:10.1007/978-3-662-03859-8

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