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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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Bibliographic Details
Main Author: Kamen, E. W.
Corporate Author: SpringerLink (Online service)
Other Authors: Su, J. K.
Format: eBook
Language:English
Published: London : Springer London, 1999.
Series:Advanced textbooks in control and signal processing.
Subjects:
Engineering.
System theory.
Distribution (Probability theory)
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • Random Signals and Systems with Random Inputs
  • Optimal Estimation
  • The Wiener Filter
  • Recursive Estimation and the Kalman Filter
  • Further Development of the Kalman Filter
  • Kalman Filter Applications
  • Nonlinear Estimation
  • Appendices: The State Representation; The z-transform; Stability of the Kalman Filter; The Steady-State Kalman Filter; Modeling Errors.