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Paperback Kalman Filtering: With Real-Time Applications Book
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ISBN: 331983780X

ISBN13: 9783319837802

Kalman Filtering: With Real-Time Applications

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Preliminaries.- Kalman Filter: An Elementary Approach.- Orthogonal Projection and Kalman Filter.- Correlated System and Measurement Noise Processes.- Colored Noise.- Limiting Kalman Filter.- Sequential and Square-Root Algorithms.- Extended Kalman Filter and System Identification.- Decoupling of Filtering Equations.- Kalman Filtering for Interval Systems.- Wavelet Kalman Filtering.- Distributed Estimation on Sensor Networks.- Notes.- Answers and Hints...

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