Kalman Filtering: With Real-Time Applications

by Charles K. Chui and Guanrong Chen

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...

• Format: Paperback
• Language: English
• ISBN: 331983780X
• ISBN13: 9783319837802
• Release Date: July 2018
• Publisher: Springer
• Length: 247 Pages
• Weight: 0.84 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"