The Resource Kalman Filtering : with RealTime Applications, by Charles K. Chui, Guanrong Chen, (electronic resource)
Kalman Filtering : with RealTime Applications, by Charles K. Chui, Guanrong Chen, (electronic resource)
 Summary
 This new edition 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 timeinvariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. 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 selfcontained, suitable for selfstudy, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help deepen the knowledge. This new edition has a new chapter on filtering communication networks and data processing, together with new exercises and new realtime applications
 Language
 eng
 Edition
 5th ed. 2017.
 Extent
 XVIII, 247 p. 34 illus.
 Contents

 Preliminaries
 Kalman Filter: An Elementary Approach
 Orthogonal Projection and Kalman Filter
 Correlated System and Measurement Noise Processes
 Colored Noise
 Limiting Kalman Filter
 Sequential and SquareRoot 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 to Exercises
 Isbn
 9783319476124
 Label
 Kalman Filtering : with RealTime Applications
 Title
 Kalman Filtering
 Title remainder
 with RealTime Applications
 Statement of responsibility
 by Charles K. Chui, Guanrong Chen
 Subject

 Mathematics
 Communications Engineering, Networks
 Economic Theory/Quantitative Economics/Mathematical Methods
 Appl.Mathematics/Computational Methods of Engineering
 Electrical engineering
 Economics
 Computers
 Numerical and Computational Physics, Simulation
 Engineering mathematics
 Physics
 Mathematical Methods in Physics
 Computing Methodologies
 Language
 eng
 Summary
 This new edition 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 timeinvariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. 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 selfcontained, suitable for selfstudy, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help deepen the knowledge. This new edition has a new chapter on filtering communication networks and data processing, together with new exercises and new realtime applications
 Image bit depth
 0
 Literary form
 non fiction
 Label
 Kalman Filtering : with RealTime Applications, by Charles K. Chui, Guanrong Chen, (electronic resource)
 Related Authorities

 Engineering mathematics
 Numerical and Computational Physics, Simulation
 Appl.Mathematics/Computational Methods of Engineering
 Economic Theory/Quantitative Economics/Mathematical Methods
 Electrical engineering
 Communications Engineering, Networks
 Computers
 Economics
 Mathematics
 Physics
 Mathematical Methods in Physics
 Computing Methodologies
 Related Subjects

 Mathematics
 Communications Engineering, Networks
 Economic Theory/Quantitative Economics/Mathematical Methods
 Appl.Mathematics/Computational Methods of Engineering
 Electrical engineering
 Economics
 Computers
 Numerical and Computational Physics, Simulation
 Engineering mathematics
 Physics
 Mathematical Methods in Physics
 Computing Methodologies
 Antecedent source
 mixed
 Carrier category
 online resource
 Carrier category code
 cr
 Carrier MARC source
 rdacarrier
 Color
 not applicable
 Content category
 text
 Content type code
 txt
 Content type MARC source
 rdacontent
 Contents
 Preliminaries  Kalman Filter: An Elementary Approach  Orthogonal Projection and Kalman Filter  Correlated System and Measurement Noise Processes  Colored Noise  Limiting Kalman Filter  Sequential and SquareRoot 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 to Exercises
 http://library.link/vocab/cover_art
 https://contentcafe2.btol.com/ContentCafe/Jacket.aspx?Return=1&Type=S&Value=9783319476124&userID=ebscotest&password=ebscotest
 Dimensions
 unknown
 http://library.link/vocab/discovery_link
 {'f': 'http://opac.lib.rpi.edu/record=b4257792'}
 Edition
 5th ed. 2017.
 Extent
 XVIII, 247 p. 34 illus.
 File format
 multiple file formats
 Form of item
 electronic
 Isbn
 9783319476124
 Level of compression
 uncompressed
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code
 c
 Other physical details
 online resource.
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
Subject
 Appl.Mathematics/Computational Methods of Engineering
 Communications Engineering, Networks
 Computers
 Computing Methodologies
 Economic Theory/Quantitative Economics/Mathematical Methods
 Economics
 Electrical engineering
 Engineering mathematics
 Mathematical Methods in Physics
 Mathematics
 Numerical and Computational Physics, Simulation
 Physics
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.lib.rpi.edu/portal/KalmanFilteringwithRealTimeApplications/dlp1Vc0CNZY/" typeof="WorkExample http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.lib.rpi.edu/portal/KalmanFilteringwithRealTimeApplications/dlp1Vc0CNZY/">Kalman Filtering : with RealTime Applications, by Charles K. Chui, Guanrong Chen, (electronic resource)</a></span>  <span property="offers" typeOf="Offer"><span property="offeredBy" typeof="Library ll:Library" resource="http://link.lib.rpi.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.lib.rpi.edu/">Rensselaer Libraries</a></span></span></span></span></div>