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Approximate Kalman Filtering : Series on Applied Mathematics - Guan Rong Chen

Approximate Kalman Filtering

Series on Applied Mathematics

By: Guan Rong Chen (Editor)

Hardcover Published: 1993
ISBN: 9789810213596
Number Of Pages: 240

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Kalman filtering algorithm gives optimal (linear, unbiased and minimum error-variance) estimates of the unknown state vectors of a linear dynamic-observation system, under the regular conditions such as perfect data information; complete noise statistics; exact linear modelling; ideal will-conditioned matrices in computation and strictly centralized filtering. In practice, however, one or more of the aforementioned conditions may not be satisfied, so that the standard Kalman filtering algorithm cannot be directly used, and hence "approximate Kalman filtering" becomes necessary. In the last decade, a great deal of attention has been focused on modifying and/or extending the standard Kalman filtering technique to handle such irregular cases. This book is a collection of several survey articles summarizing recent contributions to the field, along the line of approximate Kalman filtering with emphasis on its practical aspects.

Preface
Extended Kalman Filtering for Nonlinear Systems
Extended Kalman Filters 1: Continuous and Discrete Linearizationsp. 3
Extended Kalman Filters 2: Standard, Modified and Idealp. 9
Extended Kalman Filters 3: A Mathematical Analysis of Biasp. 15
Initialization of Kalman Filtering
Fisher Initialization in the Presence of Ill-Conditioned Measurementsp. 23
Initializing the Kalman Filter with Incompletely Specified Initial Conditionsp. 39
Adaptive Kalman Filtering in Irregular Environments
Robust Adaptive Kalman Filteringp. 65
On-line Estimation of Signal and Noise Parameters and the Adaptive Kalman Filteringp. 87
Suboptimal Kalman Filtering for Linear Systems with Non-Gaussian Noisep. 113
Set-valued and Distributed Kalman Filtering
Set-valued Kalman Filteringp. 139
Distributed Filtering Using Set Models for Systems with Non-Gaussian Noisep. 161
Stability Analysis and Numerical Approximation of Kalman Filtering
Robust Stability Analysis of Kalman Filter under Parametric and Noise Uncertaintiesp. 179
Numerical Approximations and Other Structural Issues in Practical Implementations of Kalman Filteringp. 193
Further Readingp. 221
Notationp. 223
Subject Indexp. 225
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9789810213596
ISBN-10: 981021359X
Series: Series on Applied Mathematics
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 240
Published: 1993
Country of Publication: SG
Dimensions (cm): 22.86 x 16.51  x 1.91
Weight (kg): 0.54

Earn 449 Qantas Points
on this Book