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Springer Series in Information Sciences

Mathematics of Kalman-Bucy Filtering

Authors: Ruymgaart, Peter A., Soong, Tsu T.

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About this Textbook

The second edition has not deviated significantly from the first. The printing of this edition, however, has allowed us to make a number of corrections which escaped our scrutiny at the time of the first printing, and to generally improve and tighten our presentation of the material. Many of these changes were suggested to us by colleagues and readers and their kindness in doing so is greatly appreciated. Delft, The Netherlands and P. A. Ruymgaart Buffalo, New York, December, 1987 T. T. Soong Preface to the First Edition Since their introduction in the mid 1950s, the filtering techniques developed by Kalman, and by Kalman and Bucy have been widely known and widely used in all areas of applied sciences. Starting with applications in aerospace engineering, their impact has been felt not only in all areas of engineering but as all also in the social sciences, biological sciences, medical sciences, as well other physical sciences. Despite all the good that has come out of this develĀ­ opment, however, there have been misuses because the theory has been used mainly as a tool or a procedure by many applied workers without fully understanding its underlying mathematical workings. This book addresses a mathematical approach to Kalman-Bucy filtering and is an outgrowth of lectures given at our institutions since 1971 in a sequence of courses devoted to Kalman-Bucy filters.

Table of contents (5 chapters)

Table of contents (5 chapters)

Buy this book

eBook $64.99
price for USA in USD (gross)
  • ISBN 978-3-642-73341-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $84.99
price for USA in USD
  • ISBN 978-3-540-18781-3
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Mathematics of Kalman-Bucy Filtering
Authors
Series Title
Springer Series in Information Sciences
Series Volume
14
Copyright
1988
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-73341-3
DOI
10.1007/978-3-642-73341-3
Softcover ISBN
978-3-540-18781-3
Series ISSN
0720-678X
Edition Number
2
Number of Pages
XII, 170
Topics

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