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Kalman filtering under information theoretic criteria / Badong Chen, Lujuan Dang, Nanning Zheng, Jose C. Principe.

This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. They achieve excellent performance in complicated non-Gaussian noises with low computation complexity and have great practical application potential. The book combines all these perspectiv...

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Bibliographic Details
Online Access: Full Text (via Springer)
Main Authors: Chen, Badong (Author), Dang, Lujuan (Author), Zheng, Nanning (Author), Príncipe, J. C. (José C.) (Author)
Format: Electronic eBook
Language:English
Published: Cham, Switzerland : Springer, 2023.
Subjects:
Kalman filtering.
Electric filters, Digital.
Table of Contents:
  • Chapter 1. Introduction
  • Chapter 2. Kalman filtering
  • Chapter 3. Information theoretic criteria
  • Chapter 4. Kalman Filtering Under Information Theoretic Criteria
  • Chapter 5. Extended Kalman Filtering Under Information Theoretic Criteria
  • Chapter 6. Unscented Kalman Filter Under Information Theoretic Criteria
  • Chapter 7. Cubature Kalman Filtering Under Information Theoretic Criteria
  • Chapter 8. Additional Topics in Kalman Filtering Under Information Theoretic Criteria.

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