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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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Bibliographic Details
Main Authors: Chui, Charles K., Chen, Guanrong (Author)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1999, 1999
Edition:3rd ed. 1999
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
Artificial Intelligence
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. Kalman Filtering for Interval Systems
  • 11. Wavelet Kalman Filtering
  • 12. Notes
  • References
  • Answers and Hints to Exercises

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