ENGLISH

Kalman Filtering: with Real-Time Applications

By Professor Charles K. Chui , Dr. Guanrong Chen (auth.)

Book information

Publisher
Springer Berlin Heidelberg
Year
1991
ISBN
978-3-540-54013-7, 978-3-662-02666-3
DOI
10.1007/978-3-662-02666-3
Language
english
Format
PDF
Filesize
7 MB (7017151 bytes)
Series
Springer Series in Information Sciences 17
Edition
Softcover reprint of the original 2nd ed. 1991
Pages
XVI, 195 p.Show next edition\209
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Mathematical Methods in Physics;Numerical and CompNetworks

Description

This book presents a thorough discussion of the mathematical theory of Kalman filtering. The filtering equations are derived in a series of elementary steps enabling the optimality of the process to be understood. It provides a comprehensive treatment of various major topics in Kalman-filtering theory, including uncorrelated and correlated noise, colored noise, steady-state theory, nonlinear systems, systems identification, numerical algorithms, and real-time applications. A series of problems for the student, together with a complete set of solutions, are also included. The style of the book is informal, and the mathematics elementary but rigorous, making it accessible to all those with a minimal knowledge of linear algebra and systems theory. In this second edition, in addition to some minor corrections and up-dating, the section on real-time system identification has been expanded and a brief introduction to wavelet analysis included.

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