Titlebook: Introduction to Optimal Estimation; E. W. Kamen,J. K. Su Textbook 1999 Springer-Verlag London 1999 Signal.Software.Theorie.algorithm.devel

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書目名稱Introduction to Optimal Estimation讀者反饋




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ore detailed information. The style of the entries is expository and tutorial, making the encyclopedia a practical resource for experts in the field and professionals in other fields..978-3-642-27733-7

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Textbook 1999concepts and interpretations emerge quite spontaneously and these are then discussed, used, discarded or subsumed into the prevailing subject paradigm. Sometimes these innovative concepts coalesce into a new sub-discipline within the broad subject tapestry ofcontrol and signal processing. This preli

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1439-2232 and signal processing continue to flourish and develop. In common with general scientific investigation, new ideas, concepts and interpretations emerge quite spontaneously and these are then discussed, used, discarded or subsumed into the prevailing subject paradigm. Sometimes these innovative conc

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Optimal Estimation, ., and minimum mean-square error criteria. Each leads to a different estimate and a different form for the estimator. The estimators we discuss are typically implemented in digital systems, so we restrict ourselves to discrete-time signals and systems. Finally, we compare and contrast the different approaches.

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Kalman Filter Applications, case of colored (non-white) process noise, the case of correlated process and measurement noises, and the case of colored measurement noise. The target tracking problem is revisited for the case of measurements in polar, rather than Cartesian, form. Finally, we show how the Kaiman filter can be used to estimate the parameters of a LTI system.