Cover image for Primer to Kalman filtering : a physicist perspective
Title:
Primer to Kalman filtering : a physicist perspective
Personal Author:
Series:
Engineering tools, techniques and tables
Publication Information:
Hauppauge, NY : Nova Science Publishers, 2011
Physical Description:
xii, 421 p. : ill. ; 26 cm.
ISBN:
9781616683115
Subject Term:

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30000010251889 QA276.8 M67 2011 Open Access Book Book
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Summary

Summary

Kalman filtering seems quite simple in concept, requires no command of, or special skills in abstract mathematics, and has been discussed in abundance during the last four decades. Nevertheless, we have often found that its technical complexity, combined with the fact that it is usually presented as an iterative algorithm in a non-analytical manner, makes it sometimes difficult for the inexperienced professionals, to fully understand its essence, benefits and drawbacks. This book focuses on the method of kalman filtering itself and the aspects directly related to it.


Table of Contents

Introduction
The Kalman Filter Spirit
A Preliminary Background in Random Variables & Stochastic Processes
Introduction to Control Design and State-Space Representation
The General Description of the Discrete, Linear Kalman Filtering 153
Sub-Optimal Discrete Kalman Filtering
Kalman Filtering Theory in Practice
Index