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Kalman Filtering with Real-Time Applications /

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 pr...

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Main Authors: Chui, Charles K. (Author, http://id.loc.gov/vocabulary/relators/aut), Chen, Guanrong. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:5th ed. 2017.
Subjects:
Physics.
Economic theory.
Applied mathematics.
Engineering mathematics.
Electrical engineering.
Artificial intelligence.
Mathematical Methods in Physics.
Numerical and Computational Physics, Simulation.
Economic Theory/Quantitative Economics/Mathematical Methods.
Mathematical and Computational Engineering.
Communications Engineering, Networks.
Artificial Intelligence.
Online Access:https://doi.org/10.1007/978-3-319-47612-4
Table of Contents:
  • Preliminaries
  • Kalman Filter: An Elementary Approach
  • Orthogonal Projection and Kalman Filter
  • Correlated System and Measurement Noise Processes
  • Colored Noise
  • Limiting Kalman Filter
  • Sequential and Square-Root Algorithms
  • Extended Kalman Filter and System Identification
  • Decoupling of Filtering Equations
  • Kalman Filtering for Interval Systems
  • Wavelet Kalman Filtering
  • Distributed Estimation on Sensor Networks
  • Notes
  • Answers and Hints to Exercises.

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