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Item Details
| Title:
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KALMAN FILTERING
WITH REAL-TIME APPLICATIONS |
| By: |
G. Chen, Charles K. Chui |
| Format: |
Paperback |
| List price:
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£38.50 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540646116 |
| ISBN 13: |
9783540646112 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
30 November, 1998 |
| Edition: |
3rd New edition |
| Series: |
Springer Series in Information Sciences v. 17 |
| Pages: |
243 |
| Description: |
A 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. |
| Synopsis: |
Kalman Filtering with Real-Time Applications 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. The last two topics are new additions to this third edition. 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 knowled |
| Illustrations: |
30 figures |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Non-returnable |
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