Kalman Filtering: with Real-Time Applications - Brossura

Libro 2 di 5: Springer Series in Information Sciences

Chui, Charles K.

 
9783319837802: Kalman Filtering: with Real-Time Applications
Brossura
ISBN 10: 331983780X ISBN 13: 9783319837802
Casa editrice: Springer, 2018

Sinossi

This new edition 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 method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help deepen the knowledge. This new edition has a new chapter on filtering communication networks and data processing, together with new exercises and new real-time applications.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

Prof. Dr. Charles K. Chui, Stanford University, Stanford, CA, USA

Prof. Dr. Guanrong Chen, City Univesity Hong Kong, Kowloon, Hong Kong, PR China

Dalla quarta di copertina

This new edition 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 method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help deepen the knowledge. This new edition has a new chapter on filtering communication networks and data processing, together with new exercises and new real-time applications.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2018
Lingua
Inglese
ISBN 10 
331983780X
ISBN 13 
9783319837802
Rilegatura
Copertina flessibile
Numero di pagine
268
Contatto del produttore
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Germania

Altre edizioni note dello stesso titolo

9783319476100: Kalman Filtering: With Real-Time Applications

Edizione in evidenza

ISBN 10:  3319476106 ISBN 13:  9783319476100
Casa editrice: Springer Nature, 2017
Rilegato