Introduction to Optimal Estimation /
This book, developed from a set of lecture notes by Professor Kamen, and since expanded and refined by both authors, is an introductory yet comprehensive study of its field. It contains examples that use MATLAB® and many of the problems discussed require the use of MATLAB®. The primary objective is...
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| Format: | eBook |
| Language: | English |
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London :
Springer London,
1999.
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| Series: | Advanced textbooks in control and signal processing.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | This book, developed from a set of lecture notes by Professor Kamen, and since expanded and refined by both authors, is an introductory yet comprehensive study of its field. It contains examples that use MATLAB® and many of the problems discussed require the use of MATLAB®. The primary objective is to provide students with an extensive coverage of Wiener and Kalman filtering along with the development of least squares estimation, maximum likelihood estimation and a posteriori estimation, based on discrete-time measurements. In the study of these estimation techniques there is strong emphasis on how they interrelate and fit together to form a systematic development of optimal estimation. Also included in the text is a chapter on nonlinear filtering, focusing on the extended Kalman filter and a recently-developed nonlinear estimator based on a block-form version of the Levenberg-Marquadt Algorithm. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xiii, 380 pages 43 illustrations) |
| ISBN: | 9781447104179 (electronic bk.) 144710417X (electronic bk.) |
| ISSN: | 1439-2232 |