Kalman Filtering with Real-Time Applications /

• Κύριοι συγγραφείς: Chui, Charles K. (Συγγραφέας), Chen, Guanrong (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Έκδοση: 4.
• Θέματα: Physics.; Computers.; Applied mathematics.; Engineering mathematics.; Electrical engineering.; Economic theory.; Mathematical Methods in Physics.; Numerical and Computational Physics.; Economic Theory/Quantitative Economics/Mathematical Methods.; Appl.Mathematics/Computational Methods of Engineering.; Communications Engineering, Networks.; Computing Methodologies.

Kalman Filtering with Real-Time 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 m...

Πίνακας περιεχομένων:

• 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
• Notes.