Applications and Optimizations of Kalman Filter and Their Variants

Asadullah Khalid

ISBN 10: 0854665668 / ISBN 13: 9780854665662

Published by Intechopen Jul 2024, 2024

About this Item

Neuware -Applications and Optimizations of Kalman Filter and Their Variants is a comprehensive exploration of Kalman filters¿ diverse applications and refined optimizations across various domains. It meticulously examines their role in microgrid management, offering adaptive estimation techniques for effective control strategies. The book then delves into distribution system state estimation, showcasing an innovative stochastic programming model using extended Kalman filters for reliable monitoring and control. In the realm of financial modeling, readers gain insights into how Kalman filters enhance trading strategies like pairs trading and partial co-integration, bridging finance and analytics. Moreover, the book discusses Kalman filter optimization, addressing challenges in object tracking and error reduction with techniques like dynamic stochastic approximation algorithms and M-robust estimates. With practical examples and interdisciplinary approaches, this book serves as a valuable resource for researchers, practitioners, and students looking to harness Kalman filter techniques for enhanced efficiency and accuracy across diverse fields.Books on Demand GmbH, Überseering 33, 22297 Hamburg 202 pp. Englisch.

Seller Inventory # 9780854665662

Bibliographic Details

• Title: Applications and Optimizations of Kalman Filter and Their Variants
• Publisher: Intechopen Jul 2024
• Publication Date: 2024
• Language: English
• ISBN 10: 0854665668
• ISBN 13: 9780854665662
• Binding: Buch
• Condition: Neu
• Dimensions: 260W x 183H x 19D millimeters 260 millimeters width by 183 millimeters height by 19 millimeters depth
• Weight: 633 grams

About this title

Synopsis

Applications and Optimizations of Kalman Filter and Their Variants is a comprehensive exploration of Kalman filters’ diverse applications and refined optimizations across various domains. It meticulously examines their role in microgrid management, offering adaptive estimation techniques for effective control strategies. The book then delves into distribution system state estimation, showcasing an innovative stochastic programming model using extended Kalman filters for reliable monitoring and control. In the realm of financial modeling, readers gain insights into how Kalman filters enhance trading strategies like pairs trading and partial co-integration, bridging finance and analytics. Moreover, the book discusses Kalman filter optimization, addressing challenges in object tracking and error reduction with techniques like dynamic stochastic approximation algorithms and M-robust estimates. With practical examples and interdisciplinary approaches, this book serves as a valuable resource for researchers, practitioners, and students looking to harness Kalman filter techniques for enhanced efficiency and accuracy across diverse fields.