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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Kovvali, Narayan V. S. K. (Συγγραφέας), Banavar, Mahesh K. (Συγγραφέας), Spanias, Andreas (Συγγραφέας)
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: San Rafael, California (1537 Fourth Street, San Rafael, CA 94901 USA) : Morgan & Claypool, 2014.
Σειρά:Synthesis digital library of engineering and computer science.
Synthesis lectures on signal processing ; # 12.
Θέματα:
MATLAB.
Kalman filtering.
Bayesian estimation
dynamical system
Gaussian noise
Kalman filter
linearity
parameter estimation
sequential
state space model
tracking
Διαθέσιμο Online:Abstract with links to full text

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