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Kalman Filtering: With Real-Time Applications

Kalman Filtering: With Real-Time Applications

Hardcover

EconomicsGeneral MathematicsPhysics

ISBN10: 3319476106
ISBN13: 9783319476100
Publisher: Springer Nature
Published: Mar 29 2017
Pages: 247
Weight: 1.22
Height: 0.63 Width: 6.14 Depth: 9.21
Language: English
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.

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