04483nam 22007935 450 991073945040332120240710090432.03-031-33764-610.1007/978-3-031-33764-2(MiAaPQ)EBC30711947(Au-PeEL)EBL30711947(DE-He213)978-3-031-33764-2(PPN)272273635(CKB)28004897300041(EXLCZ)992800489730004120230818d2023 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierKalman Filtering Under Information Theoretic Criteria /by Badong Chen, Lujuan Dang, Nanning Zheng, Jose C. Principe1st ed. 2023.Cham :Springer International Publishing :Imprint: Springer,2023.1 online resource (304 pages)Print version: Chen, Badong Kalman Filtering under Information Theoretic Criteria Cham : Springer International Publishing AG,c2023 9783031337635 Chapter 1. Introduction -- Chapter 2. Kalman filtering -- Chapter 3. Information theoretic criteria -- Chapter 4. Kalman Filtering Under Information Theoretic Criteria -- Chapter 5. Extended Kalman Filtering Under Information Theoretic Criteria -- Chapter 6. Unscented Kalman Filter Under Information Theoretic Criteria -- Chapter 7. Cubature Kalman Filtering Under Information Theoretic Criteria -- Chapter 8. Additional Topics in Kalman Filtering Under Information Theoretic Criteria.This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. They achieve excellent performance in complicated non-Gaussian noises with low computation complexity and have great practical application potential. The book combines all these perspectives and results in a single resource for students and practitioners in relevant application fields. Each chapter starts with a brief review of fundamentals, presents the material focused on the most important properties and evaluates comparatively the models discussing free parameters and their effect on the results. Proofs are provided at the end of each chapter. The book is geared to senior undergraduates with a basic understanding of linear algebra, signal processing and statistics, as well as graduate students or practitioners with experience in Kalman filtering. Provides Kalman filters under information theoretic criteria to achieve excellent performance in a range of applications; Presents each chapter with a brief review of fundamentals and then focuses on the topic’s most important properties; Geared to students’ understanding of linear algebra, signal processing, and statistics.Signal processingMathematical physicsEconometricsEngineering mathematicsEngineeringData processingArtificial intelligenceSignal, Speech and Image Processing Mathematical Methods in PhysicsTheoretical, Mathematical and Computational PhysicsQuantitative EconomicsMathematical and Computational Engineering ApplicationsArtificial IntelligenceFiltres digitals (Matemàtica)thubFiltre de KalmanthubLlibres electrònicsthubSignal processing.Mathematical physics.Econometrics.Engineering mathematics.EngineeringData processing.Artificial intelligence.Signal, Speech and Image Processing .Mathematical Methods in Physics.Theoretical, Mathematical and Computational Physics.Quantitative Economics.Mathematical and Computational Engineering Applications.Artificial Intelligence.Filtres digitals (Matemàtica)Filtre de Kalman621.3815324Chen Badong1424589Dang Lujuan1424590Zheng Nanning1424591Principe Jose C1424592MiAaPQMiAaPQMiAaPQBOOK9910739450403321Kalman Filtering under Information Theoretic Criteria3553892UNINA