Kalman Filtering

with Real-Time Applications

  • Charles K. Chui
  • Guanrong Chen

Part of the Springer Series in Information Sciences book series (SSINF, volume 17)

Table of contents

  1. Front Matter
    Pages I-XIV
  2. Charles K. Chui, Guanrong Chen
    Pages 1-19
  3. Charles K. Chui, Guanrong Chen
    Pages 20-32
  4. Charles K. Chui, Guanrong Chen
    Pages 33-48
  5. Charles K. Chui, Guanrong Chen
    Pages 49-66
  6. Charles K. Chui, Guanrong Chen
    Pages 67-76
  7. Charles K. Chui, Guanrong Chen
    Pages 77-96
  8. Charles K. Chui, Guanrong Chen
    Pages 97-107
  9. Charles K. Chui, Guanrong Chen
    Pages 108-130
  10. Charles K. Chui, Guanrong Chen
    Pages 131-142
  11. Charles K. Chui, Guanrong Chen
    Pages 143-163
  12. Charles K. Chui, Guanrong Chen
    Pages 164-177
  13. Charles K. Chui, Guanrong Chen
    Pages 178-190
  14. Back Matter
    Pages 191-230

About this book

Introduction

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 of linear algebra, probability theory, and system engineering.

Keywords

Filtering Interval Sytem Mathematica Optical Estimation Signal Wavelet algorithm algorithms filters

Authors and affiliations

  • Charles K. Chui
    • 1
  • Guanrong Chen
    • 2
  1. 1.Department of Mathematics, and Department of Electrical EngineeringTexas A&M UniversityCollege StationUSA
  2. 2.Department of Electrical and Computer EngineeringUniversity of HoustonHoustonUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-662-03859-8
  • Copyright Information Springer-Verlag Berlin Heidelberg 1999
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-64611-2
  • Online ISBN 978-3-662-03859-8
  • Series Print ISSN 0720-678X
  • About this book