Kalman Filtering: With Real-Time Applications: Vol 17 - Brossura

Chui, C.K.; Chen, G.

Brossura

ISBN 10: 354054013X ISBN 13: 9783540540137

Casa editrice: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1991

Riassunto

This text 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. The book provides a comprehensive treatment of various major topics in Kalman-filtering theory, including uncorrelated and correlated noise, coloured noise, steady-state theory, nonlinear systems, systems 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. In this second edition, in addition to some minor corrections and up-dating, the section on real-time system identification has been expanded and a brief introduction to wavelet analysis has been included. This textbook on applied mathematics, electrical engineering and aerospace engineering is intended for graduate and senior undergraduate students and university and industrial researchers.

Dettagli dell?edizione

• Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Data di pubblicazione: 1991
• ISBN 10: 354054013X
• ISBN 13: 9783540540137
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero edizione: 2
• Numero di pagine: 215