书目名称 | Kalman Filtering |
副标题 | with Real-Time Appli |
编辑 | Charles K. Chui,Guanrong Chen |
视频video | |
概述 | A useful text which has been well appreciated over the years |
丛书名称 | Springer Series in Information Sciences |
图书封面 |  |
描述 | .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 knowled |
出版日期 | Textbook 19993rd edition |
关键词 | Filtering; Interval Sytem; Mathematica; Optical Estimation; Signal; Wavelet; algorithm; algorithms; filters |
版次 | 3 |
doi | https://doi.org/10.1007/978-3-662-03859-8 |
isbn_ebook | 978-3-662-03859-8Series ISSN 0720-678X |
issn_series | 0720-678X |
copyright | Springer-Verlag Berlin Heidelberg 1999 |