
Advanced Kalman Filtering
Steve Larson(Editor)
Willford Press
Published on 25. August 2025
Book
Hardback
218 pages
978-1-64728-731-3 (ISBN)
Description
Kalman Filtering is an algorithm that provides estimates of unknown variables over time, using a series of measurements observed over time, which may include noise or other inaccuracies. It provides optimal estimates by minimizing the mean of the squared error. The filter operates recursively, processing each new measurement to update estimates of the system's current state and predicting future states. It is widely used in control systems, navigation, and signal processing due to its efficiency in handling uncertain data and its ability to incorporate new information dynamically. Key to its operation are two stages, namely, prediction, which forecasts the system's next state, and update, which adjusts the forecast based on the latest measurement. This iterative process refines the state estimates continuously, making the Kalman Filter an essential tool for real-time applications such as GPS, robotics, and financial modeling. This book is a compilation of chapters that discuss the most vital concepts and emerging trends in the field of Kalman Filtering. The aim of this book is to present researches that have transformed this discipline and aided its advancement. This book is meant for students who are looking for an elaborate reference text on the subject.
More details
Language
English
Place of publication
United States
Product notice
sewn/stitched
Cloth over boards
ISBN-13
978-1-64728-731-3 (9781647287313)
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Schweitzer Classification