Kalman filtering with real-time applications.

Chui, Charles Kam-tai:

ISBN 10: 3540183957 / ISBN 13: 9783540183952

Published by Berlin, Springer-Verlag, 1987

About this Item

xv, 191 p. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-05450 3540183957 Sprache: Englisch Gewicht in Gramm: 550.

Seller Inventory # 2491704

Bibliographic Details

• Title: Kalman filtering with real-time applications.
• Publisher: Berlin, Springer-Verlag
• Publication Date: 1987
• Language: English
• ISBN 10: 3540183957
• ISBN 13: 9783540183952
• Binding: Hardcover
• Seller catalogs:
  • SA MATHEMATIK

About this title

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