Kalman Filtering
with Real-Time Applications
3rd Edition
Published on 9. March 2013
XIV, 230 pages
978-3-662-03859-8 (ISBN)
Description
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 knowled
Reviews / Votes
To summarize, the authors have succeeded in bringing together the mathematical theory and the needs of practitioners. The newly added chapters, in particular the one on wavelets, give the book a proper finish. For a book of this size, it leaves little to be desired. It presetns a wealth of details while at the same time avoiding unnecessary abstraction. Andreas Ruppin, Berlin, Germany (SSN Stat. Software News, 2000, 34,3-4More details
Series
Edition
Third Edition 1999
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Illustrations
XIV, 230 p.
File size
13,82 MB
ISBN-13
978-3-662-03859-8 (9783662038598)
DOI
10.1007/978-3-662-03859-8
Schweitzer Classification
Other editions
New editions
E-Book
11/2008
4th Edition
Springer
€64.19
Available for download
Additional editions
Book
11/1998
3rd Edition
Springer
€85.59
Article exhausted; check for reprint
Previous edition
E-Book
06/2013
2nd Edition
Springer
€85.59
Available for download
Content
1. Preliminaries.- 2. Kalman Filter: An Elementary Approach.- 3. Orthogonal Projection and Kalman Filter.- 4. Correlated System and Measurement Noise Processes.- 5. Colored Noise.- 6. Limiting Kalman Filter.- 7. Sequential and Square-Root Algorithms.- 8. Extended Kalman Filter and System Identification.- 9. Decoupling of Filtering Equations.- 10. Kalman Filtering for Interval Systems.- 11. Wavelet Kalman Filtering.- 12. Notes.- References.- Answers and Hints to Exercises.
