Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Mathematics of Kalman-Bucy Filtering

Mathematics of Kalman-Bucy Filtering

Ruymgaart, Peter A.
Soong, Tsu T.

Paperback

Series: Springer Information Sciences, Book 14

General ComputersGeneral MathematicsProbability & Statistics

ISBN10: 3540187812
ISBN13: 9783540187813
Publisher: Springer Nature
Published: Apr 8 1988
Pages: 170
Weight: 0.60
Height: 0.40 Width: 6.14 Depth: 9.21
Language: English
The second edition has not deviated significantly from the first. The printing of this edition, however, has allowed us to make a number of corrections which escaped our scrutiny at the time of the first printing, and to generally improve and tighten our presentation of the material. Many of these changes were suggested to us by colleagues and readers and their kindness in doing so is greatly appreciated. Delft, The Netherlands and P. A. Ruymgaart Buffalo, New York, December, 1987 T. T. Soong Preface to the First Edition Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but as all also in the social sciences, biological sciences, medical sciences, as well other physical sciences. Despite all the good that has come out of this devel- opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters.

Also in

General Computers

View All