Description
| Summary: | A practical approach to estimating and tracking dynamic systems in real-world applications. Much of the literature on performing estimation for non-Gaussian systems is short on practical methodology, while Gaussian methods often lack a cohesive derivation. Bayesian Estimation and Tracking addresses the gap in the field on both accounts, providing readers with a comprehensive overview of methods for estimating both linear and nonlinear dynamic systems driven by Gaussian and non-Gaussian noices. Featuring a unified approach to Bayesian estimation and tracking.
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| Physical Description: | 1 online resource (523 pages) |
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| Bibliography: | References; Part II: The Gaussian Assumption: A Family of Kalman Filter Estimators; Chapter 5: The Gaussian Noise Case: Multidimensional Integration of Gaussian-Weighted Distributions; 5.1 Summary of Important Results From Chapter 3; 5.2 Derivation of the Kalman Filter Correction (Update) Equations Revisited; 5.3 The General Bayesian Point Prediction Integrals for Gaussian Densities; References; Chapter 6: The Linear Class of Kalman Filters; 6.1 Linear Dynamic Models; 6.2 Linear Observation Models; 6.3 The Linear Kalman Filter; 6.4 Application of the LKF to DIFAR Buoy Bearing Estimation.
References; Chapter 7: The Analytical Linearization Class of Kalman Filters: The Extended Kalman Filter; 7.1 One-Dimensional Consideration; 7.2 Multidimensional Consideration; 7.3 An Alternate Derivation of the Multidimensional Covariance Prediction Equations; 7.4 Application of the EKF to the DIFAR Ship Tracking Case Study; References; Chapter 8: The Sigma Point Class: The Finite Difference Kalman Filter; 8.1 One-Dimensional Finite Difference Kalman Filter; 8.2 Multidimensional Finite Difference Kalman Filters. |
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| ISBN: | 9781118287835
1118287835
9781118287798
1118287797
0470621702
9780470621707
9781118287804
1118287800 |
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| Source of Description, Etc. Note: | Print version record. |
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