Overview
- A useful text which has been well appreciated over the years
Part of the book series: Springer Series in Information Sciences (SSINF, volume 17)
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About this book
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
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Table of contents (12 chapters)
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Front Matter
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Back Matter
Reviews
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
Authors and Affiliations
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Bibliographic Information
Book Title: Kalman Filtering
Book Subtitle: with Real-Time Applications
Authors: Charles K. Chui, Guanrong Chen
Series Title: Springer Series in Information Sciences
DOI: https://doi.org/10.1007/978-3-662-03859-8
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1999
eBook ISBN: 978-3-662-03859-8Published: 09 March 2013
Series ISSN: 0720-678X
Edition Number: 3
Number of Pages: XIV, 230
Topics: Mathematical Methods in Physics, Numerical and Computational Physics, Simulation, Economic Theory/Quantitative Economics/Mathematical Methods, Mathematical and Computational Engineering, Communications Engineering, Networks, Artificial Intelligence