Kalman Filtering : With Real-Time Applications.
Chui, Charles K.
Kalman Filtering : With Real-Time Applications. - 3rd ed. - 1 online resource (243 pages) - Springer Series in Information Sciences Series ; v.17 . - Springer Series in Information Sciences Series .
Springer Series in Information Sciences 17 -- Kalman Filtering with Real-Time Applications Third Edition -- Copyright -- Preface to the Third Edition -- Preface to the Second Edition -- Preface to the First Edition -- Contents -- Notation -- 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 -- Subject Index.
9783662038598
Electronic data processing.
Electronic books.
QC19.2-20.85
629.8/312
Kalman Filtering : With Real-Time Applications. - 3rd ed. - 1 online resource (243 pages) - Springer Series in Information Sciences Series ; v.17 . - Springer Series in Information Sciences Series .
Springer Series in Information Sciences 17 -- Kalman Filtering with Real-Time Applications Third Edition -- Copyright -- Preface to the Third Edition -- Preface to the Second Edition -- Preface to the First Edition -- Contents -- Notation -- 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 -- Subject Index.
9783662038598
Electronic data processing.
Electronic books.
QC19.2-20.85
629.8/312