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Estimation, Control, and the Discrete Kalman Filter /

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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...

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Bibliographic Details
Main Author: Catlin, Donald E.
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York, 1989.
Series:Applied mathematical sciences (Springer-Verlag New York Inc.) ; 71.
Subjects:
Statistics.
System theory.
Mathematical optimization.
Engineering mathematics.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Basic Probability
  • Minimum Variance Estimation
  • How the Theory Fits
  • The Maximum Entropy Principle
  • Adjoints, Projections, Pseudoinverses
  • Linear Minimum Variance Estimation
  • Recursive Linear Estimation (Bayesian Estimation)
  • The Discrete Kalman Filter
  • The Linear Quadratic Tracking Problem
  • Fixed Interval Smoothing
  • Appendices A-G
  • Bibliography
  • Index.