Kalman filtering [electronic resource] : with real-time applications / C.K. Chui, G. Chen.
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 theo...
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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer-Verlag,
©1991.
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| Edition: | 2nd ed. |
| Series: | Springer series in information sciences ;
17. |
| Subjects: |
| Summary: | 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, systems 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. In this second edition, in addition to some minor corrections and up-dating, the section on real-time system identification has been expanded and a brief introduction to wavelet analysis included. |
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| Physical Description: | 1 online resource (xvi, 195 pages) : illustrations. |
| Bibliography: | Includes bibliographical references (pages 158-164) and index. |
| ISBN: | 9783662026663 366202666X |
| Source of Description, Etc. Note: | Print version record. |