An introduction to Kalman filtering with MATLAB examples /

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The Kalman filter is the Bayesian optimum solution to the problem of sequentially estimating the states of a dynamical system in which the state evolution and measurement processes are both linear and Gaussian. Given the ubiquity of such systems, the Kalman filter finds use in a variety of applicati...

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Bibliografiska uppgifter
Huvudupphovsmän: Kovvali, Narayan V. S. K. (Författare, medförfattare), Banavar, Mahesh K. (Författare, medförfattare), Spanias, Andreas (Författare, medförfattare)
Materialtyp: E-bok
Språk:English
Publicerad: San Rafael, California (1537 Fourth Street, San Rafael, CA 94901 USA) : Morgan & Claypool, 2014.
Serie:Synthesis digital library of engineering and computer science.
Synthesis lectures on signal processing ; # 12.
Ämnen:
MATLAB.
Kalman filtering.
Bayesian estimation
dynamical system
Gaussian noise
Kalman filter
linearity
parameter estimation
sequential
state space model
tracking
Länkar:Abstract with links to full text

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Abstract with links to full text

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