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Nonlinear Filtering: Methods and Applications

Nonlinear Filtering: Methods and Applications

Hardcover

Technology & Engineering

ISBN10: 3030017966
ISBN13: 9783030017965
Publisher: Springer Nature
Published: Dec 1 2018
Pages: 184
Weight: 1.03
Height: 0.50 Width: 6.14 Depth: 9.21
Language: English

This book gives readers in-depth know-how on methods of state estimation for nonlinear control systems. It starts with an introduction to dynamic control systems and system states and a brief description of the Kalman filter. In the following chapters, various state estimation techniques for nonlinear systems are discussed, including the extended, unscented and cubature Kalman filters. The cubature Kalman filter and its variants are introduced in particular detail because of their efficiency and their ability to deal with systems with Gaussian and/or non-Gaussian noise. The book also discusses information-filter and square-root-filtering algorithms, useful for state estimation in some real-time control system design problems.

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