Kalman Filtering: With Real-Time Applications

by Charles K. Chui and Guanrong Chen

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Preliminaries.- Kalman Filter: An Elementary Approach.- Orthogonal Projection and Kalman Filter.- Correlated System and Measurement Noise Processes.- Colored Noise.- Limiting Kalman Filter.- Sequential and Square-Root Algorithms.- Extended Kalman Filter and System Identification.- Decoupling of Filtering Equations.- Kalman Filtering for Interval Systems.- Wavelet Kalman Filtering.- Distributed Estimation on Sensor Networks.- Notes.- Answers and Hints to Exercises.

Format:Paperback

Language:English

ISBN:331983780X

ISBN13:9783319837802

Release Date:July 2018

Publisher:Springer

Length:247 Pages

Weight:0.84 lbs.

Dimensions:0.6" x 6.1" x 9.2"

Related Subjects

Business Business & Investing Math Mathematics Science Science & Math Science & Scientists Science & Technology

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Kalman Filtering: With Real-Time Applications

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