Fundamentals of Kalman filtering [[electronic resource] ] : a practical approach / / Paul Zarchan and Howard Musoff

• Record Nr.: UNINA9910457718303321
• Autore: Zarchan Paul
• Pubbl/distr/stampa: Reston, Va., : American Institute of Aeronautics and Astronautics, Inc., c2005
• ISBN: 1-60086-677-8; 1-60086-458-9
• Edizione: [2nd ed.]
• Descrizione fisica: 1 online resource (790 p.)
• Collana: Progress in astronautics and aeronautics ; ; v. 208
• Altri autori (Persone): MusoffHoward
• Disciplina: 629.8312
• Soggetti: Kalman filtering; Control theory; Aeronautics - Statistical methods; Electronic books.
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: ""Cover""; ""Title""; ""Copyright""; ""Table of Contents""; ""Preface""; ""Introduction""; ""Acknowledgments""; ""Chapter 1. Numerical Basics""; ""Introduction""; ""Simple Vector Operations""; ""Simple Matrix Operations""; ""Numerical Integration of Differential Equations""; ""Noise and Random Variables""; ""Gaussian Noise Example""; ""Calculating Standard Deviation""; ""White Noise""; ""Simulating White Noise""; ""State-Space Notation""; ""Fundamental Matrix""; ""Summary""; ""References""; ""Chapter 2. Method of Least Squares""; ""Introduction""; ""Overview""; ""Zeroth-Order or One-State Filter""""First-Order or Two-State Filter""; ""Second-Order or Three-State Least-Squares Filter""; ""Third-Order System""; ""Experiments with Zeroth-Order or One-State Filter""; ""Experiments with First-Order or Two-State Filter""; ""Experiments with Second-Order or Three-State Filter""; ""Comparison of Filters""; ""Accelerometer Testing Example""; ""Summary""; ""References""; ""Chapter 3. Recursive Least-Squares Filtering""; ""Introduction""; ""Making Zeroth-Order Least-Squares Filter Recursive""; ""Properties of Zeroth-Order or One-State Filter""; ""Properties of First-Order or Two-State Filter""""Properties of Second-Order or Three-State Filter""; ""Summary""; ""References""; ""Chapter 4. Polynomial Kalman Filters""; ""Introduction""; ""General Equations""; ""Derivation of Scalar Riccati Equations""; ""Polynomial Kalman Filter (Zero Process Noise)""; ""Comparing Zeroth-Order Recursive Least-Squares and Kalman Filters""; ""Comparing First-Order Recursive Least-Squares and Kalman Filters""; ""Comparing Second-Order Recursive Least-Squares and Kalman Filters""; ""Comparing Different-Order Filters""; ""Initial Covariance Matrix""; ""Riccati Equations with Process Noise""""Example of Kalman Filter Tracking a Falling Object""; ""Revisiting Accelerometer Testing Example""; ""Summary""; ""References""; ""Chapter 5. Kalman Filters in a Nonpolynomial World""; ""Introduction""; ""Polynomial Kalman Filter and Sinusoidal Measurement""; ""Sinusoidal Kalman Filter and Sinusoidal Measurement""; ""Suspension System Example""; ""Kalman Filter for Suspension System""; ""Summary""; ""References""; ""Chapter 6. Continuous Polynomial Kalman Filter""; ""Introduction""; ""Theoretical Equations""; ""Zeroth-Order or One-State Continuous Polynomial Kalman Filter""""First-Order or Two-State Continuous Polynomial Kalman Filter""; ""Second-Order or Three-State Continuous Polynomial Kalman Filter""; ""Transfer Function for Zeroth-Order Filter""; ""Transfer Function for First-Order Filter""; ""Transfer Function for Second-Order Filter""; ""Filter Comparison""; ""Summary""; ""References""; ""Chapter 7. Extended Kalman Filtering""; ""Introduction""; ""Theoretical Equations""; ""Drag Acting on Falling Object""; ""First Attempt at Extended Kalman Filters""; ""Second Attempt at Extended Kalman Filter""