Kalman Filtering Under Information Theoretic Criteria PDF Download
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Author | : Badong Chen |
Publisher | : Springer Nature |
Total Pages | : 304 |
Release | : 2023-09-19 |
Genre | : Technology & Engineering |
ISBN | : 3031337646 |
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This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. They achieve excellent performance in complicated non-Gaussian noises with low computation complexity and have great practical application potential. The book combines all these perspectives and results in a single resource for students and practitioners in relevant application fields. Each chapter starts with a brief review of fundamentals, presents the material focused on the most important properties and evaluates comparatively the models discussing free parameters and their effect on the results. Proofs are provided at the end of each chapter. The book is geared to senior undergraduates with a basic understanding of linear algebra, signal processing and statistics, as well as graduate students or practitioners with experience in Kalman filtering.
Author | : Adrian Pizzinga |
Publisher | : Springer Science & Business Media |
Total Pages | : 66 |
Release | : 2012-07-25 |
Genre | : Mathematics |
ISBN | : 1461447380 |
Download Restricted Kalman Filtering Book in PDF, ePub and Kindle
In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Brief has a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter – each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics).
Author | : Ginalber Luiz Serra |
Publisher | : BoD – Books on Demand |
Total Pages | : 315 |
Release | : 2018-02-21 |
Genre | : Mathematics |
ISBN | : 9535138278 |
Download Kalman Filters Book in PDF, ePub and Kindle
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.
Author | : Mohinder S. Grewal |
Publisher | : John Wiley & Sons |
Total Pages | : 639 |
Release | : 2015-02-02 |
Genre | : Technology & Engineering |
ISBN | : 111898496X |
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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.
Author | : Mohinder S. Grewal |
Publisher | : John Wiley & Sons |
Total Pages | : 458 |
Release | : 2011-09-20 |
Genre | : Technology & Engineering |
ISBN | : 1118210468 |
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This book provides readers with a solid introduction to the theoretical and practical aspects of Kalman filtering. It has been updated with the latest developments in the implementation and application of Kalman filtering, including adaptations for nonlinear filtering, more robust smoothing methods, and developing applications in navigation. All software is provided in MATLAB, giving readers the opportunity to discover how the Kalman filter works in action and to consider the practical arithmetic needed to preserve the accuracy of results. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department -- to obtain the manual, send an email to [email protected].
Author | : A. V. Balakrishnan |
Publisher | : |
Total Pages | : 282 |
Release | : 1987 |
Genre | : Control theory |
ISBN | : |
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Author | : Harold Wayne Sorenson |
Publisher | : |
Total Pages | : 472 |
Release | : 1985 |
Genre | : Technology & Engineering |
ISBN | : |
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Author | : Charles K. Chui |
Publisher | : Springer Science & Business Media |
Total Pages | : 241 |
Release | : 2009 |
Genre | : Business & Economics |
ISBN | : 3540878483 |
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This book 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 and an indirect method.
Author | : Narayan Kovvali |
Publisher | : Springer Nature |
Total Pages | : 71 |
Release | : 2022-06-01 |
Genre | : Technology & Engineering |
ISBN | : 3031025369 |
Download An Introduction to Kalman Filtering with MATLAB Examples Book in PDF, ePub and Kindle
The Kalman filter is the Bayesian optimum solution to the problem of sequentially estimating the states of a dynamical system in which the state evolution and measurement processes are both linear and Gaussian. Given the ubiquity of such systems, the Kalman filter finds use in a variety of applications, e.g., target tracking, guidance and navigation, and communications systems. The purpose of this book is to present a brief introduction to Kalman filtering. The theoretical framework of the Kalman filter is first presented, followed by examples showing its use in practical applications. Extensions of the method to nonlinear problems and distributed applications are discussed. A software implementation of the algorithm in the MATLAB programming language is provided, as well as MATLAB code for several example applications discussed in the manuscript.
Author | : Mohinder S. Grewal |
Publisher | : Prentice Hall |
Total Pages | : 430 |
Release | : 1993 |
Genre | : Computers |
ISBN | : |
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A thorough exploration of the theory and application of Kalman filtering to real-world situations. *book contains a floppy disk with C++ and MATLAB algorithms. *offers a heuristic treatment of essential material. *includes many often ignored design and implementation techniques. *explores the appropriate numerical methods for reliable implementation. *contains a variety of examples and problems taken from real-world application situations - e.g., modelling of gyros, accelerometers, inertial navigation; freeway traffic model; a harmonic oscillator; radar tracking; Global Positioning System (GPS) aided Inertial Navigation System (INS). *includes companion software to solve large dimension problems in the text.