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Item Details
Title:
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APPROXIMATE KALMAN FILTERING
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By: |
Guan Rong Chen (Editor) |
Format: |
Hardback |
List price:
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£107.00 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
981021359X |
ISBN 13: |
9789810213596 |
Publisher: |
WORLD SCIENTIFIC PUBLISHING CO PTE LTD |
Pub. date: |
1 August, 1993 |
Series: |
Series In Approximations And Decompositions 2 |
Pages: |
240 |
Description: |
In the last decade, much attention has been focused on modifying and/or extending the standard Kalman filtering technique to handle irregular cases. These articles summarize recent contributions to the field, along the line of approximate Kalman filtering, with emphasis on its practical aspects. |
Synopsis: |
Kalman filtering algorithm gives optimal (linear, unbiased and minimum error-variance) estimates of the unknown state vectors of a linear dynamic-observation system, under the regular conditions such as perfect data information; complete noise statistics; exact linear modeling; ideal well-conditioned matrices in computation and strictly centralized filtering.In practice, however, one or more of the aforementioned conditions may not be satisfied, so that the standard Kalman filtering algorithm cannot be directly used, and hence "approximate Kalman filtering" becomes necessary. In the last decade, a great deal of attention has been focused on modifying and/or extending the standard Kalman filtering technique to handle such irregular cases. It has been realized that approximate Kalman filtering is even more important and useful in applications.This book is a collection of several tutorial and survey articles summarizing recent contributions to the field, along the line of approximate Kalman filtering with emphasis on both its theoretical and practical aspects. |
Publication: |
Singapore |
Imprint: |
World Scientific Publishing Co Pte Ltd |
Returns: |
Returnable |
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