Nonlinear Filtering

Methods and Applications

  • Kumar Pakki Bharani Chandra
  • Da-Wei Gu

Table of contents

  1. Front Matter
    Pages i-xix
  2. Kumar Pakki Bharani Chandra, Da-Wei Gu
    Pages 1-11
  3. Kumar Pakki Bharani Chandra, Da-Wei Gu
    Pages 13-28
  4. Kumar Pakki Bharani Chandra, Da-Wei Gu
    Pages 29-57
  5. Kumar Pakki Bharani Chandra, Da-Wei Gu
    Pages 59-73
  6. Kumar Pakki Bharani Chandra, Da-Wei Gu
    Pages 75-96
  7. Kumar Pakki Bharani Chandra, Da-Wei Gu
    Pages 97-148
  8. Kumar Pakki Bharani Chandra, Da-Wei Gu
    Pages 149-182
  9. Back Matter
    Pages 183-184

About this book


This book gives readers in-depth know-how on methods of state estimation for nonlinear control systems. It starts with an introduction to dynamic control systems and system states and a brief description of the Kalman filter. In the following chapters, various state estimation techniques for nonlinear systems are discussed, including the extended, unscented and cubature Kalman filters, etc. The cubature Kalman filter and its variants are introduced in particular detail because of their efficiency and their ability to deal with systems with Gaussian and/or non-Gaussian noise. The book also discusses information-filter and square-root-filtering algorithms, useful for state estimation in some real-time control system design problems.

A number of case studies are included in the book to illustrate the application of various nonlinear filtering algorithms. Nonlinear Filtering is written for academic and industrial researchers, engineers and research students who are interested in nonlinear control systems analysis and design. The chief features of the book include: dedicated coverage of recently developed nonlinear, Jacobian-free, filtering algorithms; examples illustrating the use of nonlinear filtering algorithms in real-world applications; detailed derivation and complete algorithms for nonlinear filtering methods help readers to a fundamental understanding and easier coding of those algorithms; and MATLAB® codes associated with case-study applications can be downloaded from the Springer Extra Materials website.


Advanced State Estimators Jacobian-free State Estimation Numerical Exploration of Filtering Algorithms Cubature Filters State Estimation for Nonlinear Control Systems Nonlinear Filtering Case Studies

Authors and affiliations

  • Kumar Pakki Bharani Chandra
    • 1
  • Da-Wei Gu
    • 2
  1. 1.GMR Institute of TechnologyRajamIndia
  2. 2.Department of EngineeringUniversity of LeicesterLeicesterUK

Bibliographic information