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Kalman Filtering : with Real-Time Applications /

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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 m...

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Bibliographic Details
Main Author: Chui, C. K.
Corporate Author: SpringerLink (Online service)
Other Authors: Chen, Guanrong
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 1999.
Edition:Third edition.
Series:Springer series in information sciences ; 17.
Subjects:
Physics.
Electronic data processing.
Mathematical physics.
Engineering mathematics.
Telecommunication.
Economics.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Preliminaries
  • Kalman Filter, an Elementary Approach
  • Orthogonal Projection and Kalman Filter
  • Correlated System and Measurement Noise Processes
  • Colored Noise
  • Limiting Kalman Filter
  • Sequential and Square Root Algorithms
  • Extended Kalman Filter and System Identification
  • Decoupling of Filtering Equations
  • Kalman Filtering for Interval Systems
  • Wavelet Kalman Filtering
  • Notes.