Kalman filtering
with real-time applications
by C. K. Chui
- 1 Want to read
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.
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Subjects
Kalman filtering, Mathematical physics, Engineering mathematics, Telecommunication, Electronic data processing, Economics, Physics, Mathematical Methods in Physics, Numerical and Computational Physics, Appl.Mathematics/Computational Methods of Engineering, Networks Communications Engineering, Computing Methodologies| Edition | Availability |
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1
Kalman filtering: with real-time applications
1999, Springer
in English
- 3rd ed.
3540646116 9783540646112
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2
Kalman filtering: with real-time applications
1991, Springer-Verlag
in English
- 2nd ed.
354054013X 9783540540137
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3
Kalman filtering: with real-time applications
1987, Springer-Verlag
in English
0387183957 9780387183954
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Book Details
Edition Notes
Bibliography: p. [153]-157.
Includes index.
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| September 28, 2024 | Edited by MARC Bot | import existing book |
| September 28, 2024 | Edited by MARC Bot | import existing book |
| July 4, 2019 | Edited by MARC Bot | import existing book |
| April 28, 2010 | Edited by Open Library Bot | Linked existing covers to the work. |
| December 9, 2009 | Created by WorkBot | add works page |