Kalman Filtering with Real-Time Applications

Kalman Filtering with Real-Time Applications / by Charles K. Chui, Guanrong Chen.

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Bibliographic Details
Main Authors: Chui, Charles K. (Author), Chen, Guanrong (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1991.
Edition:2nd ed. 1991.
Series:Springer Series in Information Sciences, 17
Springer eBook Collection.
Subjects:
Physics.
Economic theory.
Applied mathematics.
Engineering mathematics.
Electrical engineering.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1. Preliminaries
  • 2. Kalman Filter: An Elementary Approach
  • 3. Orthogonal Projection and Kalman Filter
  • 4. Correlated System and Measurement Noise Processes
  • 5. Colored Noise
  • 6. Limiting Kalman Filter
  • 7. Sequential and Square-Root Algorithms
  • 8. Extended Kalman Filter and System Identification
  • 9. Decoupling of Filtering Equations
  • 10. Notes
  • References
  • Answers and Hints to Exercises.

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