Kalman Filtering: With Real-Time Applications

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

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 3642099661
• ISBN13: 9783642099663
• Release Date: October 2010
• Publisher: Springer
• Length: 230 Pages
• Weight: 0.76 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"