ENGLISH

Kalman filtering theory

By A. V Balakrishnan

Book information

Publisher
Inc., Optimization Software, Publications Division
Year
1984
ISBN
091157526X, 9780911575262
LCC
QA402.3 .B287 1984
Open Library ID
OL3182432M
Language
english
Format
DJVU
Filesize
4 MB (4445584 bytes)
Series
University series in modern engineering
Pages
236\236
Library
Kolxo3
DPI
600
Orientation
yes
Scanned
yes
Time added
2009-07-20 03:45:11

Description

This is a textbook intended for a one-quarter (or one-semester, depending on the pace) course at the graduate level in Engineering. The prerequisites are Elementary State-Space theory and Elementary (second-order Gaussian) Stochastic Process theory. As a textbook, it does not not purport to be a compendium of all known work on the subject. Neither is it a ''trade book.'' Rather it attempts a logically sequenced set of topics of proven pedagogical value, emphasizing theory while not devoid of practical utility. The organization is based on experience gained over a period of ten years of class room teaching. It develops those aspects of Kalman Filtering lore which can be given a firm mathematical basis, avoiding the industry syndrome manifest in professional short courses: ''Here is the recipe. Use it, it will ''work''!''

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