Kalman filtering : with real-time applications /

Kalman filtering : with real-time applications /

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Bibliographic Details
Author / Creator:	Chui, C. K., author.
Edition:	Fifth edition.
Imprint:	Cham, Switzerland : Springer, 2017.
Description:	1 online resource (xviii, 247 pages) : illustrations
Language:	English
Subject:	Kalman filtering. Kalman filtering.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11273024

Hidden Bibliographic Details
Other authors / contributors:	Chen, G. (Guanrong), author.
ISBN:	9783319476124 3319476122 9783319476100 3319476106
Digital file characteristics:	PDF text file
Notes:	Includes bibliographical references and index. Online resource; title from PDF title page (SpringerLink, viewed April 5, 2017).
Summary:	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.
Other form:	Print version: Chui, C.K. Kalman filtering. Fifth edition. Cham, Switzerland : Springer, 2017 3319476106 9783319476100
Standard no.:	10.1007/978-3-319-47612-4

Table of Contents:

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.