This new edition 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. 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 of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help deepen the knowledge. This new edition has a new chapter on filtering communication networks and data processing, together with new exercises and new real-time applications.

Review:

“Kalman filtering (KF) is a wide class of algorithms designed, in words selected from this outstanding book, ‘to obtain an optimal estimate’ of the state of a system from information in the presence of noise. ... It is also written to serve as a reference for engineers ... . The book has my highest recommendation, and it will reward readers for careful and iterative study of its text and well-designed exercises.” (Computing Reviews, October, 2017)

"About this title" may belong to another edition of this title.

Store Description

Quality books, speedy shipping, and great customer service! Please note that used items may not include access codes or cards, CD's or other accessories, regardless of what is stated in item title. If you need to guarantee that these items are included, please purchase a brand new copy.

Visit Seller's Storefront

Seller's business information

J2B Holdings, LLC
13770 NOEL RD, #803600, Dallas, TX, 75240, U.S.A.

Terms of Sale:

We guarantee the condition of every book as it's described on the AbeBooks web
sites. Please note that used items may not include access codes or cards, CD's
or other accessories, regardless of what is stated in item title. If you need to
guarantee that these items are included, please purchase a brand new copy.

All requests for refunds and/or returns will be processed in accordance with
AbeBooks policies. If you're dissatisfied with your purchase (Incorrect Book/Not
as Described/Damaged) or if ...

More Information

Shipping Terms:

Books ordered via expedited shipping should arrive between 2 and 7 business days after shipment confirmation. Books ordered via standard shipping should arrive between 4 and 14 business days after shipment confirmation.

Payment Methods
accepted by seller

Add to Wants

Items related to Kalman Filtering: with Real-Time Applications

Kalman Filtering: with Real-Time Applications

Chui, Charles K.; Chen, Guanrong

New - Soft cover

Seller's business information