1.

Record Nr.

UNINA990000602880403321

Autore

Marguerre, K.

Titolo

NEUERE FESTIGKEITSPROBLEME DES INGENIEURS / MARGUERRE K.

Pubbl/distr/stampa

Berlin : Springer-Verlag, 1950

Locazione

DINSC

Collocazione

07 L-88AG

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910968876903321

Autore

Chui C. K.

Titolo

Kalman Filtering : with Real-Time Applications / / by Charles K. Chui, Guanrong Chen

Pubbl/distr/stampa

Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999

ISBN

3-662-03859-5

Edizione

[3rd ed. 1999.]

Descrizione fisica

1 online resource (XIV, 230 p.)

Collana

Springer Series in Information Sciences ; ; 17

Disciplina

629.8/312

Soggetti

Mathematical physics

Econometrics

Engineering mathematics

Engineering - Data processing

Telecommunication

Artificial intelligence

Mathematical Methods in Physics

Theoretical, Mathematical and Computational Physics

Quantitative Economics

Mathematical and Computational Engineering Applications

Communications Engineering, Networks

Artificial Intelligence

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa



Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

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.

Sommario/riassunto

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 knowledge of linear algebra, probability theory, and system engineering.