A Suboptimal Approximation to the Kalman Filter

A Suboptimal Approximation to the Kalman Filter PDF Author: Leon Bess
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36

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A Suboptimal Approximation to the Kalman Filter

A Suboptimal Approximation to the Kalman Filter PDF Author: Leon Bess
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36

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Suboptimal Kalman Filtering

Suboptimal Kalman Filtering PDF Author: Farshad Rafii
Publisher:
ISBN:
Category : Kalman filtering
Languages : en
Pages : 268

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Approximate Kalman Filtering

Approximate Kalman Filtering PDF Author: Guanrong Chen
Publisher: World Scientific
ISBN: 9814504351
Category : Technology & Engineering
Languages : en
Pages : 242

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Book Description
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 modeling; ideal well-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. It has been realized that approximate Kalman filtering is even more important and useful in applications.This book is a collection of several tutorial and survey articles summarizing recent contributions to the field, along the line of approximate Kalman filtering with emphasis on both its theoretical and practical aspects.

Suboptimal Kalman Filtering for Linear Systems with Non-Gaussian Noise

Suboptimal Kalman Filtering for Linear Systems with Non-Gaussian Noise PDF Author: Huaiyi Wu
Publisher:
ISBN:
Category : Kalman filtering
Languages : en
Pages : 86

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Kalman Filtering

Kalman Filtering PDF Author: Mohinder S. Grewal
Publisher: John Wiley & Sons
ISBN: 111898496X
Category : Technology & Engineering
Languages : en
Pages : 639

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Book Description
The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.

Kalman Filtering Theory

Kalman Filtering Theory PDF Author: A. V. Balakrishnan
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 282

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Optimal Filtering

Optimal Filtering PDF Author: Brian D. O. Anderson
Publisher: Courier Corporation
ISBN: 0486136892
Category : Science
Languages : en
Pages : 370

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Book Description
Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.

Kalman Filters

Kalman Filters PDF Author: Ginalber Luiz Serra
Publisher: BoD – Books on Demand
ISBN: 9535138278
Category : Mathematics
Languages : en
Pages : 315

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Book Description
This book presents recent issues on theory and practice of Kalman filters, with a comprehensive treatment of a selected number of concepts, techniques, and advanced applications. From an interdisciplinary point of view, the contents from each chapter bring together an international scientific community to discuss the state of the art on Kalman filter-based methodologies for adaptive/distributed filtering, optimal estimation, dynamic prediction, nonstationarity, robot navigation, global navigation satellite systems, moving object tracking, optical communication systems, and active power filters, among others. The theoretical and methodological foundations combined with extensive experimental explanation make this book a reference suitable for students, practicing engineers, and researchers in sciences and engineering.

Kalman Filtering and Neural Networks

Kalman Filtering and Neural Networks PDF Author: Simon Haykin
Publisher: John Wiley & Sons
ISBN: 047146421X
Category : Technology & Engineering
Languages : en
Pages : 302

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Book Description
State-of-the-art coverage of Kalman filter methods for the design of neural networks This self-contained book consists of seven chapters by expert contributors that discuss Kalman filtering as applied to the training and use of neural networks. Although the traditional approach to the subject is almost always linear, this book recognizes and deals with the fact that real problems are most often nonlinear. The first chapter offers an introductory treatment of Kalman filters with an emphasis on basic Kalman filter theory, Rauch-Tung-Striebel smoother, and the extended Kalman filter. Other chapters cover: An algorithm for the training of feedforward and recurrent multilayered perceptrons, based on the decoupled extended Kalman filter (DEKF) Applications of the DEKF learning algorithm to the study of image sequences and the dynamic reconstruction of chaotic processes The dual estimation problem Stochastic nonlinear dynamics: the expectation-maximization (EM) algorithm and the extended Kalman smoothing (EKS) algorithm The unscented Kalman filter Each chapter, with the exception of the introduction, includes illustrative applications of the learning algorithms described here, some of which involve the use of simulated and real-life data. Kalman Filtering and Neural Networks serves as an expert resource for researchers in neural networks and nonlinear dynamical systems.

A Suboptimal Approximation to the Kalman Filter

A Suboptimal Approximation to the Kalman Filter PDF Author: Leon Bess
Publisher:
ISBN:
Category :
Languages : en
Pages : 26

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Book Description