Edición de la obra Kalman Filtering with Real-Time Applications
| Autor | Charles K. Chui |
|---|---|
| Editorial | Springer Berlin Heidelberg |
| Fecha de publicación | 1987 |
| Lugar | Berlin, Heidelberg |
| Idioma | inglés |
| Páginas | 191 |
| Formato | [electronic resource] / |
| ISBN-13 | 9783662025109, 9783662025086 |
| ISBN-10 | 3662025108, 3662025086 |
| OCLC | 851392036 |
| Serie | Springer Series in Information Sciences -- 17 · Springer Series in Information Sciences -- 17 |
| Número de Cutter | C559k |
|---|
This book presents a thorough discussion of the mathematical theory of Kalman filtering. The filtering equations are derived in a series of elementary steps enabling the optimality of the process to be understood. It provides a comprehensive treatment of various major topics in Kalman-filtering theory, including uncorrelated and correlated noise, colored noise, steady-state theory, nonlinear systems, system identification, numerical algorithms, and real-time applications. A series of problems for the student, together with a complete set of solutions, are also included. The style of the book is informal, and the mathematics elementary but rigorous, making it accessible to all those with a minimal knowledge of linear algebra and systems theory.