ENGLISH

Kalman Filtering: with Real-Time Applications

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

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2009
ISBN
9783540646112, 3540646116
DOI
10.1007/978-3-540-87849-0
LCC
QA402.3 .C5565 1999
Open Library ID
OL379491M
Language
english
Format
PDF
Filesize
6 MB (6212424 bytes)
Series
Springer Series in Information Sciences
Edition
4
Pages
230\239
Topic
Business Management
Time added
2010-02-18 13:16:04
Mathematical Methods in Physics;Numerical and CompNetworks;Computing Methodologies

Description

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 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.

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