Kalman Filtering with Real-Time Applications
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Author
Contributions
- Chen, Guanrong - Contributor
Publication
1987 - Springer Berlin Heidelberg, Berlin, Heidelberg, Germany
Language
English
Word Count
47,750 words, Guess
Page Count
191 pages
Physical Format
[electronic resource] /
Identifiers
- Open LibraryOL27066157M
- ISBN-139783662025109
- ISBN-103662025108
- OCLC Control Number851392036
- OCLC Control Numberkalmanfilteringw00chui_722
Classifications
- DDC621.36
- LCCQC350-467
Description
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, system 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.
Subjects
Series Statement
- Springer Series in Information Sciences -- 17
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