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Kalman Filtering: With Real-Time Applications
     

Kalman Filtering: With Real-Time Applications

by Charles K. Chui, G. Chen, Manfred R. Schroeder (Editor), Thomas S. Huang (Editor), Teuvo Kohonen (Editor)
 

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"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

Overview

"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 knowledge.

Editorial Reviews

Booknews
A comprehensive account of the mathematical theory of Kalman filtering, an optimal state estimation process used in video and laser tracking systems, satellite navigation, and other real-time applications. Accessible to readers with a basic knowledge of linear algebra and systems theory. First published in 1987. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN-13:
9783540646112
Publisher:
Springer-Verlag New York, LLC
Publication date:
12/01/1998
Series:
Series in Information Sciences
Pages:
177
Product dimensions:
6.10(w) x 9.25(h) x (d)

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