Synopsis
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 knowled
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Review
To summarize, the authors have succeeded in bringing together the mathematical theory and the needs of practitioners. The newly added chapters, in particular the one on wavelets, give the book a proper finish. For a book of this size, it leaves little to be desired. It presetns a wealth of details while at the same time avoiding unnecessary abstraction. Andreas Ruppin, Berlin, Germany (SSN Stat. Software News, 2000, 34,3-4
About the Author
Prof. Dr. Charles K. Chui, Stanford University, Stanford, CA, USA
Prof. Dr. Guanrong Chen, City Univesity Hong Kong, Kowloon, Hong Kong, PR China
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Kalman Filtering: With Real-Time Applications, 2nd Edition
Seller: Coffee Cat Books, Chapel Hill, NC, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: Good. 2nd. Second Edition. 1991. Springer-Verlag. Good. Marked. Softcover. Interior shows scattered markings, underlining, and formula notations. Most pages are clean, some show heavier use. Name stamp of prior owner, professor. Binding is solid and square. Orange covers in linen-like paper stock. Shows some edge and shelf wear. No rips, tears, or stains. Illustrated with formula examples throughout. ISBN 038754013XFrom the personal collection of a former Computer, Engineering & Electrical Dept. Professor. Ships from the USA, quickly & w/ care. Seller Inventory # 0Gwr-sam020126K9