Kalman Filtering: With Real-Time Applications

By Guanrong Chen, Charles K. Chui, G. Chen

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 3319476106
• ISBN13: 9783319476100
• Release Date: March 2017
• Publisher: Springer
• Length: 247 Pages
• Weight: 1.22 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"