Kalman Filtering with Real-Time Applications

Charles K. Chui et G. Chen

ISBN 10: 3540183957 / ISBN 13: 9783540183952

Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1987

Ancien livre de bibliothèque avec équipements. Edition 1987. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Edition 1987. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # G-546-443

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

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

Bibliographic Details

Title: Kalman Filtering with Real-Time Applications
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publication Date: 1987
Binding: Hardcover
Condition: Bon