Introduction to Optimal Estimation

This book, developed from a set of lecture notes by Professor Kamen, and since expanded and refined by both authors, is an introductory yet comprehensive study of its field. It contains examples that use MATLAB® and many of the problems discussed require the use of MATLAB®. The primary objective is...

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Main Authors: Kamen, Edward W., Su, Jonathan K. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: London Springer London 1999, 1999
Edition:1st ed. 1999
Series:Advanced Textbooks in Control and Signal Processing
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Summary:This book, developed from a set of lecture notes by Professor Kamen, and since expanded and refined by both authors, is an introductory yet comprehensive study of its field. It contains examples that use MATLAB® and many of the problems discussed require the use of MATLAB®. The primary objective is to provide students with an extensive coverage of Wiener and Kalman filtering along with the development of least squares estimation, maximum likelihood estimation and a posteriori estimation, based on discrete-time measurements. In the study of these estimation techniques there is strong emphasis on how they interrelate and fit together to form a systematic development of optimal estimation. Also included in the text is a chapter on nonlinear filtering, focusing on the extended Kalman filter and a recently-developed nonlinear estimator based on a block-form version of the Levenberg-Marquadt Algorithm
Physical Description:XIV, 380 p online resource
ISBN:9781447104179