Kalman Filtering : with Real-Time Applications

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 m...

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Main Authors: Chui, Charles K., Chen, Guanrong (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2009, 2009
Edition:4th ed. 2009
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 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
  • Notes