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Kalman Filtering: With Real-Time Applications
E-Book Name Title for Download :Kalman Filtering: With Real-Time Applications (Format : pdf)
Plot : Kalman Filtering with RealTime Applications 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 projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for timeinvariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. The last two topics are new additions to this third edition. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is selfcontained, suitable for selfstudy, and accessible to all readers with a minimum knowled
Author(s) Book :Charles K. Chui
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Publish Year :2009 Publisher : Springer Berlin Heidelberg
You can check by ISBN10: 3642099661; ISBN13: 9783642099663
Pages :244
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