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, systems 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. In this second edition, in addition to some minor corrections and up-dating, the section on real-time system identification has been expanded and a brief introduction to wavelet analysis included.

Kalman Filtering: With Real-Time Applications (Springer Series in Information Sciences)

Business & Money

Guanrong Chen

C. K. Chui Guanrong Chen Charles K. Chui

Economics

Springer

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Books by C. K. Chui Guanrong Chen Charles K. Chui

See the best price to sell, buy, or rent books by C. K. Chui Guanrong Chen Charles K. Chui. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Kalman Filtering: With Real-Time Applications (Springer Series in Information Sciences)