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Titlebook: Kalman Filtering; with Real-Time Appli Charles K. Chui,Guanrong Chen Textbook 20094th edition Springer-Verlag GmbH Germany, part of Springe

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發(fā)表于 2025-3-21 19:04:46 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Kalman Filtering
副標(biāo)題with Real-Time Appli
編輯Charles K. Chui,Guanrong Chen
視頻videohttp://file.papertrans.cn/542/541746/541746.mp4
概述A useful text which has been well appreciated over the years
圖書封面Titlebook: Kalman Filtering; with Real-Time Appli Charles K. Chui,Guanrong Chen Textbook 20094th edition Springer-Verlag GmbH Germany, part of Springe
描述"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.
出版日期Textbook 20094th edition
關(guān)鍵詞Algorithm; Filtering; Interval Sytem; Optical Estimation; Wavelet; algorithms; tracking
版次4
doihttps://doi.org/10.1007/978-3-540-87849-0
isbn_softcover978-3-642-09966-3
isbn_ebook978-3-540-87849-0
copyrightSpringer-Verlag GmbH Germany, part of Springer Nature 2009
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沙發(fā)
發(fā)表于 2025-3-21 23:56:54 | 只看該作者
板凳
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發(fā)表于 2025-3-22 09:24:28 | 只看該作者
Sequential and Square-Root Algorithms,mary concern of the Kalman filter is its real-time capability, it is of utmost importance to be able to compute . preferably without directly inverting a?matrix at each time instant, and/or to perform efficiently and accurately a?modified operation, whether it would involve matrix inversions or not.
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發(fā)表于 2025-3-22 20:23:26 | 只看該作者
Decoupling of Filtering Equations,l-time. However, if the state vector has a very high dimension ., and only a few components are of interest, this filter gives an abundance of useless information, an elimination of which should improve the efficiency of the filtering process. A decoupling method is introduced in this chapter for th
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發(fā)表于 2025-3-23 00:49:27 | 只看該作者
Kalman Filtering for Interval Systems,ng algorithm cannot be directly applied. In this case, robust Kalman filtering that has the ability of handling uncertainty is needed. In this chapter we introduce one of such robust Kalman filtering algorithms.
9#
發(fā)表于 2025-3-23 02:34:07 | 只看該作者
Wavelet Kalman Filtering,ng performed in the time domain. Among them, perhaps the most exciting ones are wavelet algorithms, which are useful tools for multichannel signal processing (e.g., estimation or filtering) and multiresolution signal analysis. This chapter is devoted to introduce this effective technique of wavelet
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發(fā)表于 2025-3-23 08:23:22 | 只看該作者
Notes, real-time applications. No attempt was made to cover all the rudiment of the theory, and only a small sample of its applications has been included. There are many texts in the literature that were written for different purposes, including Anderson and Moore (1979), Balakrishnan (1984,87), Brammer a
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