Guanrong Chen: Kalman Filtering | Buch

Cover: 9783319476100 | Kalman Filtering | with Real-Time Applications | Guanrong Chen (u. a.)

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Beschreibung

This new edition presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help deepen the knowledge. This new edition has a new chapter on filtering communication networks and data processing, together with new exercises and new real-time applications.

Über den Autor

Prof. Dr. Charles K. Chui, Stanford University, Stanford, CA, USA

Prof. Dr. Guanrong Chen, City Univesity Hong Kong, Kowloon, Hong Kong, PR China

Zusammenfassung

Provides a rigorous and concise introduction to Kalman filtering, now expanded and fully updated in its 5th edition

Includes many end-of-chapters exercises, as well as a section at the end of the book with solutions and hints

Also of interest to practitioners with a strong mathematical background who will be building Kalman filters and smoothers

Includes supplementary material: [...]

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2017
Fachbereich:	Arithmetik & Algebra
Genre:	Mathematik , Medizin , Naturwissenschaften , Technik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Inhalt:	xviii 247 S. 34 s/w Illustr. 247 p. 34 illus.
ISBN-13:	9783319476100
ISBN-10:	3319476106
Sprache:	Englisch
Einband:	Gebunden
Autor:	Chen, Guanrong Chui, Charles K.
Auflage:	5th edition 2017
Hersteller:	Springer International Publishing
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	241 x 160 x 21 mm
Von/Mit:	Guanrong Chen (u. a.)
Erscheinungsdatum:	29.03.2017
Gewicht:	0,571 kg

Artikel-ID: 108770523