Kalman Filtering: With Real-Time Applications

Chui, C. K.; Chen, G.

ISBN 10: 038754013X / ISBN 13: 9780387540139

Published by Springer-Verlag, 1991

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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.

Bibliographic Details

Title: Kalman Filtering: With Real-Time Applications
Publisher: Springer-Verlag
Publication Date: 1991
Binding: paperback
Condition: Good
Edition: 2nd Edition