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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Technik Elektronik, Elektro- und Nachrichtentechnik Kalman Filtering with Real-Time Applications
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Kalman Filtering with Real-Time Applications
Charles K. Chui (Gebundene Ausgabe, Englisch)
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Optischer Zustand
Beschreibung
Kalman filtering is an optimal state estimation process applied to a dynamic system that involves random perturbations. More precisely, the Kalman filter gives a linear, unbiased, and min imum error variance recursive algorithm to optimally estimate the unknown state of a dynamic system from noisy data taken at discrete real-time intervals. It has been widely used in many areas of industrial and… government applications such as video and laser tracking systems, satellite navigation, ballistic missile trajectory estimation, radar, and fue control. With the recent development of high-speed computers, the Kalman filter has become more use ful even for very complicated real-time applications. lnspite of its importance, the mathematical theory of Kalman filtering and its implications are not well understood even among many applied mathematicians and engineers. In fact, most prac titioners are just told what the filtering algorithms are without knowing why they work so well. One of the main objectives of this text is to disclose this mystery by presenting a fairly thor ough discussion of its mathematical theory and applications to various elementary real-time problems. A very elementary derivation of the filtering equations is fust presented. By assuming that certain matrices are nonsingular, the advantage of this approach is that the optimality of the Kalman filter can be easily understood. Of course these assump tions can be dropped by using the more well known method of orthogonal projection usually known as the innovations approach. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
29.10.1987
Sprache
Englisch
EAN
9783540183952
Herausgeber
Springer Berlin
Serien- oder Bandtitel
Springer Series in Information Sciences
Sonderedition
Nein
Autor
Charles K. Chui
Seitenanzahl
191
Einbandart
Gebundene Ausgabe
Bandzählung
17
Schlagwörter
system identification, Kalman filter, measurement, mathematics, filtering, filter, identification, noise, solution, algebra, systems theory, accessible, nonlinear system, algorithms, linear algebra
Thema-Inhalt
PHJ - Optische Physik
TTB - Angewandte Optik
PHU - Mathematische Physik
PHU - Mathematische Physik
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