Kalman Filtering with Real-Time Applications /

• Main Authors: Chui, Charles K. (Author), Chen, Guanrong (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Edition: 5th ed. 2017.
• Subjects: Physics.; Computers.; Applied mathematics.; Engineering mathematics.; Electrical engineering.; Economic theory.; Mathematical Methods in Physics.; Numerical and Computational Physics, Simulation.; Economic Theory/Quantitative Economics/Mathematical Methods.; Appl.Mathematics/Computational Methods of Engineering.; Communications Engineering, Networks.; Computing Methodologies.

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...

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.