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" Kalman Filtering with Real-Time Applications "
by Charles K. Chui, Guanrong Chen.
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BL
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| Record Number
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759236
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b579207
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| Main Entry
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by Charles K. Chui, Guanrong Chen.
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| Title & Author
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Kalman Filtering with Real-Time Applications\ by Charles K. Chui, Guanrong Chen.
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| Publication Statement
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Berlin, Heidelberg : Springer Berlin Heidelberg, 1987
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| Series Statement
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Springer series in information sciences, 17.
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(xv, 191 pages)
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| ISBN
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3662025086
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: 9783662025086
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| Contents
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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 --; Notes --; References --; Answers and Hints to Exercises --; Subject Index.
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| Abstract
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This book presents a thorough discussion of the mathematical theory of Kalman filtering. The filtering equations are derived in a series of elementary steps enabling the optimality of the process to be understood. It provides a comprehensive treatment of various major topics in Kalman-filtering theory, including uncorrelated and correlated noise, colored noise, steady-state theory, nonlinear systems, system identification, numerical algorithms, and real-time applications. A series of problems for the student, together with a complete set of solutions, are also included. The style of the book is informal, and the mathematics elementary but rigorous, making it accessible to all those with a minimal knowledge of linear algebra and systems theory.
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Mathematical physics.
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Physics.
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| Added Entry
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Charles K Chui
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Guanrong Chen
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