Book 2009

Kalman Filtering

with Real-Time Applications

Authors:

ISBN: 978-3-540-87848-3 (Print) 978-3-540-87849-0 (Online)

Table of contents (12 chapters)

  1. Front Matter

    Pages I-XIV

  2. No Access

    Chapter

    Pages 1-19

    Preliminaries

  3. No Access

    Chapter

    Pages 20-32

    Kalman Filter: An Elementary Approach

  4. No Access

    Chapter

    Pages 33-48

    Orthogonal Projection and Kalman Filter

  5. No Access

    Chapter

    Pages 49-66

    Correlated System and Measurement Noise Processes

  6. No Access

    Chapter

    Pages 67-76

    Colored Noise

  7. No Access

    Chapter

    Pages 77-96

    Limiting Kalman Filter

  8. No Access

    Chapter

    Pages 97-107

    Sequential and Square-Root Algorithms

  9. No Access

    Chapter

    Pages 108-130

    Extended Kalman Filter and System Identification

  10. No Access

    Chapter

    Pages 131-142

    Decoupling of Filtering Equations

  11. No Access

    Chapter

    Pages 143-163

    Kalman Filtering for Interval Systems

  12. No Access

    Chapter

    Pages 164-177

    Wavelet Kalman Filtering

  13. No Access

    Chapter

    Pages 178-190

    Notes

  14. Back Matter

    Pages 191-229