Overview
- A useful text which has been well appreciated over the years
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Table of contents (12 chapters)
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Front Matter
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Back Matter
Keywords
About this book
Reviews
From the 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 presents a wealth of details while at the same time avoiding unnecessary abstraction.” (Andreas Ruppin, Berlin, Germany (SSN Stat. Software News, 2000, 34,3-4)
"A rigorous and concise introduction to Kalman filtering is presented in this well-written book. It is suitable for graduate studies, as well as refresher courses and self-study. … One of the strong features of the book is that Kalman filtering is presented from a few different viewpoints. … The many end-of-chapters exercises--and the section at the end of the book with solutions and hints to several of them--are another strong feature of the book." (Vladimir Botchev, ACM Computing Reviews, July, 2009)
From the reviews of the third edition:
“The proofs and derivations in the third edition of Kalman Filtering with Real-Time Applications lead to a deep understanding of the linear Kalman filter algorithm as an optimal estimator for the state sequence in a system with stochastic dynamics and measurements. It is a good book for researchers with a strong mathematical background who will be building Kalman filters and smoothers. It is also a good text for teaching a course on linear Kalman filtering and some of its extensions.” (Bradley M. Bell, SIAM Review, Vol. 52 (2), 2010)
From the reviews of the fourth edition:
“It is written not only for self-study but also for use in a one-quarter or one-semester introductory course on Kalman filtering theory for upper-division undergraduate or first-year graduate to applied mathematics or engineering students. In addition, it is hoped that it will become a valuable reference to any industrial or government engineer.” (George S. Stavrakakis, Zentralblatt MATH, Vol. 1206, 2011)
Authors and Affiliations
Bibliographic Information
Book Title: Kalman Filtering
Book Subtitle: with Real-Time Applications
Authors: Charles K. Chui, Guanrong Chen
DOI: https://doi.org/10.1007/978-3-540-87849-0
Publisher: Springer Berlin, Heidelberg
eBook Packages: Physics and Astronomy, Physics and Astronomy (R0)
Copyright Information: Springer-Verlag GmbH Germany, part of Springer Nature 2009
Softcover ISBN: 978-3-642-09966-3Published: 19 October 2010
eBook ISBN: 978-3-540-87849-0Published: 23 November 2008
Edition Number: 4
Number of Pages: XIV, 230
Additional Information: Originally published as volume 17 in the series: Springer Series in Information Sciences
Topics: Mathematical Methods in Physics, Numerical and Computational Physics, Simulation, Economic Theory/Quantitative Economics/Mathematical Methods, Mathematical and Computational Engineering, Communications Engineering, Networks, Artificial Intelligence