rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Kalman Filtering
    sub title: with Real-Time Applications
  name:
    name part: Chui, Charles K.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Chen, Guanrong.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2017
    edition: 5th ed. 2017.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XVIII, 247 p. 34 illus. online resource.
  abstract: 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 projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. 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 self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help deepen the knowledge. This new edition has a new chapter on filtering communication networks and data processing, together with new exercises and new real-time applications.
  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.
  note: by Charles K. Chui, Guanrong Chen.
  subject:
    topic: Physics
  subject:
    topic: Computers
  subject:
    topic: Applied mathematics
  subject:
    topic: Engineering mathematics
  subject:
    topic: Electrical engineering
  subject:
    topic: Economic theory
  subject:
    topic: Physics
  subject:
    topic: Mathematical Methods in Physics
  subject:
    topic: Numerical and Computational Physics, Simulation
  subject:
    topic: Economic Theory/Quantitative Economics/Mathematical Methods
  subject:
    topic: Appl.Mathematics/Computational Methods of Engineering
  subject:
    topic: Communications Engineering, Networks
  subject:
    topic: Computing Methodologies
  classification: QC5.53
  classification: 530.15
  related item:
    title info:
      title: Springer eBooks
  identifier: 9783319476124
  identifier: http://dx.doi.org/10.1007/978-3-319-47612-4
  record info:
    record creation date: 170322
    record change date: 20170322105713.0
    record identifier: 978-3-319-47612-4