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Optimal state estimation : Kalman, H[infinity], and nonlinear approaches /

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Bibliographic Details
Main Author: Simon, Dan, 1960-
Corporate Author: John Wiley & Sons
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley-Interscience, [2006]
Subjects:
Kalman filtering.
Mathematical optimization.
Nonlinear systems.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Linear systems theory
  • Probability theory
  • Least squares estimation
  • Propagation of states and covariances
  • The discrete-time Kalman filter
  • Alternate Kalman filter formulations
  • Kalman filter generalizations
  • The continuous-time Kalman filter
  • Optimal smoothing
  • Additional topics in Kalman filtering
  • The H[infinity] filter
  • Additional topics in H[infinity] filtering
  • Nonlinear Kalman filtering
  • The unscented Kalman filter
  • The particle filter.