Kalman Filtering with Real-Time Applications /
This book presents a thorough discussion of the mathematical theory of Kalman filtering. The filtering equations are derived in a series of elementary steps enabling the optimality of the process to be understood. It provides a comprehensive treatment of various major topics in Kalman-filtering theo...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1987.
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| Series: | Springer series in information sciences ;
17. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | This book presents a thorough discussion of the mathematical theory of Kalman filtering. The filtering equations are derived in a series of elementary steps enabling the optimality of the process to be understood. It provides a comprehensive treatment of various major topics in Kalman-filtering theory, including uncorrelated and correlated noise, colored noise, steady-state theory, nonlinear systems, system identification, numerical algorithms, and real-time applications. A series of problems for the student, together with a complete set of solutions, are also included. The style of the book is informal, and the mathematics elementary but rigorous, making it accessible to all those with a minimal knowledge of linear algebra and systems theory. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xv, 191 pages) |
| ISBN: | 9783662025086 (electronic bk.) 3662025086 (electronic bk.) |
| ISSN: | 0720-678X ; |