Tracking and Kalman filtering made easy /

Bibliographic Details
Main Author: Brookner, Eli, 1931-
Format: eBook
Language:English
Published: New York : Wiley, ©1998.
Series:Wiley-Interscience publication.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • G-h and g-h-k filters
  • Kalman filter
  • Practical issues for radar tracking
  • Least-squares and minimum-variance estimates for linear time-invariant systems
  • Fixed-memory polynomial filter
  • Expanding-memory (growing-memory) polynomial filters
  • Fading-memory (discounted least-squares) filter
  • General form for linear time-invariant system
  • General recursive minimum-variance growing-memory filter (Bayes and Kalman filters without target process noise)
  • Voltage least-squares algorithms revisited
  • Givens orthonormal transformation
  • Householder orthonormal transformation
  • Gram-Schmidt orthonormal transformation
  • More on voltage-processing techniques
  • Linear time-variant system
  • Nonlinear observation scheme and dynamic model (extended Kalman filter)
  • Bayes algorithm with iterative differential correction for nonlinear systems
  • Kalman filter revisited.