Kalman Filtering: With Real-Time Applications, 2nd Edition

Chui, C. K.; Chen, G.

ISBN 10: 038754013X ISBN 13: 9780387540139

Published by Springer-Verlag, 1991

Language: English

Condition: Used - Good Soft cover

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Second Edition. 1991. Springer-Verlag. Good. Marked. Softcover. Interior shows scattered markings, underlining, and formula notations. Most pages are clean, some show heavier use. Name stamp of prior owner, professor. Binding is solid and square. Orange covers in linen-like paper stock. Shows some edge and shelf wear. No rips, tears, or stains. Illustrated with formula examples throughout. ISBN 038754013XFrom the personal collection of a former Computer, Engineering & Electrical Dept. Professor. Ships from the USA, quickly & w/ care.

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Bibliographic Details

Title

Kalman Filtering: With Real-Time Applications, 2nd Edition

Publisher

Springer-Verlag

Publication Date

1991

Language

English

ISBN 10

038754013X

ISBN 13

9780387540139

Binding

paperback

Edition

2nd.

Condition

Good

Weight

39 ounces

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ENGINEERING & MATHEMATICS

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Synopsis

"Kalman Filtering with Real-Time Applications" 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. The last two topics are new additions to this third edition. 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.

About the Author

Chui is a professor of mathematics at Texas A&M University.

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