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Item Details
Title: KALMAN FILTERING
WITH REAL-TIME APPLICATIONS
By: Charles K. Chui, Guanrong Chen
Format: Hardback

List price: £53.99


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ISBN 10: 3540878483
ISBN 13: 9783540878483
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Pub. date: 1 December, 2008
Edition: 4th ed. 2009
Pages: 230
Description: This book 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 and an indirect method.
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 knowledge.
Illustrations: XIV, 230 p.
Publication: Germany
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Returns: Returnable
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