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Kalman Filtering Theory (Series in Communication and Control Systems) - Hardcover

 
9780911575491: Kalman Filtering Theory (Series in Communication and Control Systems)

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Excerpt from the This is a textbook intended for a one-quarter (or one-semester, depending on the pace) course at the graduate level in Engineering. The prerequisites are Elementary Stochastic Process theory. As a textbook, it does not purport to be a compendium of all known work on the subject. Neither is it a “trade book.” Rather it attempts a logically sequenced set of topics of proven pedagogical value, emphasizing theory while not devoid of practical utility. It develops those aspects of Kalman Filtering lore which can be given a firm mathematical basis. The first two capters cover review material on State-Space theory and Signal (Random Process) theory – necessary but not sufficient for the sequel. The third chapter deals with Statistical Estimation theory, the mathematical framework on which Kalman Filtering rests. The main chapter is the fourth chapter dealing with the subject matter per se. The book concludes with a chapter on Likelihood Ratios in which the Kalman filter formulation plays and essential role. We only consider discrete-time models throughout, since all Kalman filter implementation envisaged involves digital computation.

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About the Author

Dr. A. V. BALAKRISHNAN is Professor of Electrical Engineering at the University of California, Los Angeles.

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9780387909035: Kalman Filtering Theory (University Series in Modern Engineering)

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ISBN 10:  0387909036 ISBN 13:  9780387909035
Publisher: Springer, 1984
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Balalkrishnan, A. V.
Published by Optimization Software, 1987
ISBN 10: 0911575499 ISBN 13: 9780911575491
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Balakrishnan, A. V.
Published by Optimization Software, 1987
ISBN 10: 0911575499 ISBN 13: 9780911575491
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