Kalman Filtering: With Real-Time Applications (Hardcover) (ISBN-13: 9783319476100)

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.

Author: Charles K. Chui, Guanrong Chen
ISBN-10: 3319476106
ISBN-13: 9783319476100
Publisher: Springer
Language: English
Published: 03/29/2017
Pages: 247
Format: Hardcover
Weight: 1.22lbs
Size: 9.21h x 6.14w x 0.63d