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  • 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
Recursive State Estimation

Recursive State Estimation

Shmaliy, Yuriy S.

Hardcover

Technology & EngineeringElectrical

PREORDER - Expected ship date January 5, 2027

ISBN10: 1041286139
ISBN13: 9781041286134
Publisher: CRC Press
Published: Jan 5 2027
Pages: 560
Language: English

Since 1960-1961, when Rudolf E. Kalman has published his seminal work on discrete-time recursive optimal filtering and, together with Richard S. Bucy, on continuous-time optimal filtering of linear nonstationary stochastic processes with white Gaussian noise, recursive filtering and smoothing algorithm have become and still remain a key tool for real-time state estimation. This is despite the fact that Bayesian and convolution-based approaches say that optimal recursions are only available for white Gaussian and colored Gauss-Markov noise. Otherwise, since non-Gaussian noise has high-order statistics, the hypothetical recursive forms seem to be so complex that it is hardly practical to use them instead of batch forms. Therefore, recursive forms are widely used, although this often calls into question their accuracy in harsh environments.

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