Kalman Filtering
with Real-Time Applications
This new edition 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. Most filtering algori…
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Produktdetails
Weitere Autoren: Chui, Charles K.
- ISBN: 978-3-319-83780-2
- EAN: 9783319837802
- Produktnummer: 28389313
- Verlag: Springer International Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2018
- Seitenangabe: 268 S.
- Masse: H23.8 cm x B15.6 cm x D1.7 cm 430 g
- Auflage: Softcover reprint of the original 5th ed. 2017
- Abbildungen: Paperback
- Gewicht: 430
Über den Autor
Prof. Dr. Charles K. Chui, Stanford University, Stanford, CA, USA Prof. Dr. Guanrong Chen, City Univesity Hong Kong, Kowloon, Hong Kong, PR China
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