Kalman Filtering with Real-Time Applications

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

This new edition 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 pr...

Full description

Saved in:
Bibliographic Details
Main Authors: Chui, Charles K. (Author), Chen, Guanrong (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:5th ed. 2017.
Series:Springer eBook Collection.
Subjects:
Physics.
Economic theory.
Applied mathematics.
Engineering mathematics.
Electrical engineering.
Artificial intelligence.
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:
  • 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
  • Kalman Filtering for Interval Systems
  • Wavelet Kalman Filtering
  • Distributed Estimation on Sensor Networks
  • Notes
  • Answers and Hints to Exercises.

Similar Items