Kalman Filtering

Name: Kalman Filtering
SKU: 9927646
Price: 186.99 AUD
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with Real-Time Applications

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Paperback / softback

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Description

"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 knowledge.

Release date Australia

October 19th, 2010

Author

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 4th ed. 2009

Illustrations

XIV, 230 p.

Pages

230

Dimensions

156x234x13

ISBN-13

9783642099663

Product ID

9927646

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