Estimation, Control, and the Discrete Kalman Filter /
This is a one semester text for students in mathematics, engineering, and statistics. Most of the work that has been done on Kalman filter was done outside of the mathematics and statistics communities, and in the spirit of true academic parochialism was, with a few notable exceptions, ignored by th...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
1989.
|
| Series: | Applied mathematical sciences (Springer-Verlag New York Inc.) ;
71. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | This is a one semester text for students in mathematics, engineering, and statistics. Most of the work that has been done on Kalman filter was done outside of the mathematics and statistics communities, and in the spirit of true academic parochialism was, with a few notable exceptions, ignored by them. This text is Catlin's small effort toward closing that chasm. For mathematics students, the Kalman filtering theorem is a beautiful illustration of Functional Analysis in action; Hilbert spaces being used to solve an extremely important problem in applied mathematics. For statistics students, the Kalman filter is a vivid example of Bayesian statistics in action. |
|---|---|
| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xiii, 296 pages 13 illustrations) |
| ISBN: | 9781461245285 (electronic bk.) 1461245281 (electronic bk.) |
| ISSN: | 0066-5452 ; |