Kalman Filtering: with Real-Time Applications
Professor Charles K. Chui, Dr. Guanrong Chen (auth.)
This book 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. It provides a comprehensive treatment of various major topics in Kalman-filtering theory, including uncorrelated and correlated noise, colored 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 included.
კატეგორია:
წელი:
1991
გამოცემა:
Softcover reprint of the original 2nd ed. 1991
გამომცემლობა:
Springer Berlin Heidelberg
ენა:
english
გვერდები:
209
ISBN 10:
366202666X
ISBN 13:
9783662026663
სერია:
Springer Series in Information Sciences 17
ფაილი:
PDF, 6.69 MB
IPFS:
,
english, 1991