Approximate Kalman filtering / edited by Guanrong Chen
Digitised Book 216.73.216.10 (0)
1993
Information About
The Kalman filter in general terms means an efficient computational algorithm for the discretetime linear least-squares estimation method of Gauss-Kolmogorov-Wiener, which was extended to the continuous-time setting by Kalman. This book aims to help answer some questions arose from real life application.
Additional Details
- Title
- Approximate Kalman filtering / edited by Guanrong Chen
- Subject
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- Kalman filtering
- Approximation theory
- Publisher
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- World Scientific, 1993
- National Library Board Singapore, 1993
- Contributors
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- Chen, Quanrong
- Digital Description
- application/pdf, ill.
- Table of Contents
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- I. Extended Kalman Filtering for Nonlinear Systems -- II. Initialization of Kalman Filtering -- III. III. Adaptive Kalman Filtering in Irregular Environments --
- I. Extended Kalma filtering for nonlinear systems. Extended Kalman filters 1: Continuous and discrete linearizations... -- II. Initialization of Kalman filtering. Fisher initialization in the presence of ill-conditioned measurements... -- III. Adaptive Kalman filtering in irregular environments... -- IV. Set-valued and distributed Kalman filtering... -- V. Stability analysis and numerical approximation of Kalman filtering... -- Further reading.
- Copyright
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- All Rights Reserved. National Library Board Singapore 2009.