Overview
- Authors:
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Charles K. Chui
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Department of Mathematics, and Department of Electrical Engineering, Texas A&M University, College Station, USA
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Guanrong Chen
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Department of Electrical and Computer Engineering, University of Houston, Houston, USA
- A useful text which has been well appreciated over the years
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Table of contents (12 chapters)
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- Charles K. Chui, Guanrong Chen
Pages 1-19
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- Charles K. Chui, Guanrong Chen
Pages 20-32
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- Charles K. Chui, Guanrong Chen
Pages 33-48
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- Charles K. Chui, Guanrong Chen
Pages 49-66
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- Charles K. Chui, Guanrong Chen
Pages 67-76
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- Charles K. Chui, Guanrong Chen
Pages 77-96
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- Charles K. Chui, Guanrong Chen
Pages 97-107
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- Charles K. Chui, Guanrong Chen
Pages 108-130
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- Charles K. Chui, Guanrong Chen
Pages 131-142
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- Charles K. Chui, Guanrong Chen
Pages 143-163
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- Charles K. Chui, Guanrong Chen
Pages 164-177
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- Charles K. Chui, Guanrong Chen
Pages 178-190
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Back Matter
Pages 191-230
About this book
Kalman Filtering with Real-Time Applications presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. The last two topics are new additions to this third edition. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowled
Reviews
To summarize, the authors have succeeded in bringing together the mathematical theory and the needs of practitioners. The newly added chapters, in particular the one on wavelets, give the book a proper finish. For a book of this size, it leaves little to be desired. It presetns a wealth of details while at the same time avoiding unnecessary abstraction. Andreas Ruppin, Berlin, Germany (SSN Stat. Software News, 2000, 34,3-4
Authors and Affiliations
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Department of Mathematics, and Department of Electrical Engineering, Texas A&M University, College Station, USA
Charles K. Chui
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Department of Electrical and Computer Engineering, University of Houston, Houston, USA
Guanrong Chen
