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Kalman Filtering with Real-Time Applications

In addition to making a number of minor corrections and updat­ ing the references, we have expanded the section on "real-time system identification" in Chapter 10 of the first edition into two sections and combined it with Chapter 8. In its place, a very brief introduction to wavelet analy...

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Bibliographic Details
Main Authors: Chui, Charles K., Chen, Guanrong (Author)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1991, 1991
Edition:2nd ed. 1991
Series:Springer Series in Information Sciences
Subjects:
Applied Mathematics
Mathematical Methods In Physics
Engineering Mathematics
Communications Engineering, Networks
Electrical Engineering
Numerical And Computational Physics, Simulation
Mathematical And Computational Engineering
Economic Theory/quantitative Economics/mathematical Methods
Physics
Economic Theory
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 1. Preliminaries
  • 2. Kalman Filter: An Elementary Approach
  • 3. Orthogonal Projection and Kalman Filter
  • 4. Correlated System and Measurement Noise Processes
  • 5. Colored Noise
  • 6. Limiting Kalman Filter
  • 7. Sequential and Square-Root Algorithms
  • 8. Extended Kalman Filter and System Identification
  • 9. Decoupling of Filtering Equations
  • 10. Notes
  • References
  • Answers and Hints to Exercises

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